+34.3%
FANG vs PSA
+28.0%
+6.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.8% | -7.7% | -4.5% |
| 7D | -11.3% | +10.5% | -21.9% | -10.2% |
| 30D | -0.7% | +21.7% | -22.3% | +1.5% |
| 3M | -4.2% | +6.1% | -10.2% | -3.8% |
| 6M | -13.5% | +18.3% | -31.8% | -12.1% |
| YTD | +23.7% | +36.1% | -12.3% | +21.2% |
| 1Y | +34.3% | +29.3% | +5.0% | +34.3% |
| All | +34.3% | +28.0% | +6.3% | +34.3% |
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