+1,443.7%
FANG vs PSA
+260.4%
+1,183.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.2% | -3.6% | +4.8% | +1.9% |
| 30D | +2.4% | -9.4% | +11.8% | +4.2% |
| 3M | +5.1% | -8.2% | +13.3% | +6.6% |
| 6M | +16.4% | -1.8% | +18.3% | +16.1% |
| YTD | +39.0% | +15.7% | +23.2% | +33.7% |
| 1Y | +50.6% | +6.3% | +44.3% | +47.4% |
| 3Y | +46.9% | +21.6% | +25.4% | +38.0% |
| 5Y | +238.2% | +13.5% | +224.8% | +220.9% |
| 10Y | +181.3% | +101.3% | +80.0% | +133.9% |
| All | +1,443.7% | +260.4% | +1,183.2% | +921.2% |
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