-83.6%
FIG vs PSA
+23.0%
-106.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | +2.6% | -2.1% | +4.7% | +2.7% |
| 30D | -13.1% | +15.6% | -28.6% | -12.9% |
| 3M | -20.3% | +4.1% | -24.4% | -21.1% |
| 6M | -2.1% | +9.2% | -11.3% | -0.6% |
| YTD | -49.4% | +32.3% | -81.7% | -49.4% |
| 1Y | -57.0% | +26.2% | -83.2% | -56.9% |
| All | -83.6% | +23.0% | -106.6% | -83.9% |
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