+27.7%
EXC vs PSA
+50.8%
-23.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -1.2% | +3.9% | -5.1% | -2.4% |
| 30D | +10.0% | +19.7% | -9.7% | +3.8% |
| 3M | +1.6% | +4.3% | -2.6% | +0.1% |
| 6M | +3.3% | +11.4% | -8.1% | -0.3% |
| YTD | +7.6% | +33.9% | -26.4% | -2.4% |
| 1Y | +3.5% | +28.3% | -24.8% | -4.8% |
| 3Y | +27.7% | +53.5% | -25.8% | +5.8% |
| All | +27.7% | +50.8% | -23.1% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling