+43.5%
F vs PSA
+50.8%
-7.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +1.6% | +3.9% | -2.4% | -0.1% |
| 30D | +2.6% | +19.7% | -17.0% | -5.3% |
| 3M | -8.8% | +4.3% | -13.1% | -10.6% |
| 6M | +4.6% | +11.4% | -6.7% | -0.9% |
| YTD | -1.9% | +33.9% | -35.8% | -15.2% |
| 1Y | -0.8% | +28.3% | -29.0% | -12.5% |
| 3Y | +43.5% | +53.5% | -10.0% | +0.7% |
| All | +43.5% | +50.8% | -7.3% | +0.7% |
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 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