+2,340.5%
EXC vs PSA
+14,185.8%
-11,845.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.7% |
| 7D | +0.3% | -3.7% | +4.0% | +1.4% |
| 30D | -3.7% | -7.7% | +4.0% | -1.5% |
| 3M | -1.3% | -0.6% | -0.7% | -1.1% |
| 6M | -9.7% | -0.9% | -8.8% | -9.7% |
| YTD | +2.9% | +18.7% | -15.8% | -2.5% |
| 1Y | +4.4% | +7.6% | -3.2% | +1.6% |
| 3Y | +22.2% | +23.7% | -1.4% | +13.2% |
| 5Y | +46.7% | +13.7% | +33.0% | +38.2% |
| 10Y | +155.3% | +98.9% | +56.5% | +105.4% |
| All | +2,340.5% | +14,185.8% | -11,845.2% | +943.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling