-0.8%
F vs PSA
+26.3%
-27.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +1.6% | +3.9% | -2.4% | +0.1% |
| 30D | +2.6% | +19.7% | -17.0% | -4.2% |
| 3M | -8.8% | +4.3% | -13.1% | -10.7% |
| 6M | +4.6% | +11.4% | -6.7% | -0.6% |
| YTD | -1.9% | +33.9% | -35.8% | -15.8% |
| 1Y | -0.8% | +28.3% | -29.0% | -12.7% |
| All | -0.8% | +26.3% | -27.1% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling