-79.1%
FIG vs PSA
+10.3%
-89.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.1% | -4.5% |
| 7D | -16.3% | -3.7% | -12.6% | -16.7% |
| 30D | -14.3% | -7.7% | -6.6% | -15.1% |
| 3M | +7.2% | -0.6% | +7.8% | +8.6% |
| 6M | -18.6% | -0.9% | -17.7% | -17.9% |
| YTD | -35.5% | +18.7% | -54.1% | -35.5% |
| 1Y | -55.8% | +7.6% | -63.4% | -56.5% |
| All | -79.1% | +10.3% | -89.4% | -79.5% |
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