+2,867.6%
FITB vs PSA
+15,829.0%
-12,961.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +0.8% | -2.1% | +2.9% | +2.1% |
| 30D | +7.3% | +15.6% | -8.3% | -1.6% |
| 3M | -6.3% | +4.1% | -10.4% | -8.7% |
| 6M | +12.6% | +9.2% | +3.4% | +6.3% |
| YTD | +18.0% | +32.3% | -14.3% | -1.3% |
| 1Y | +28.9% | +26.2% | +2.7% | +10.9% |
| 3Y | +139.4% | +53.7% | +85.7% | +78.5% |
| 5Y | +47.2% | +26.6% | +20.7% | +19.6% |
| 10Y | +213.0% | +132.8% | +80.2% | +64.5% |
| All | +2,867.6% | +15,829.0% | -12,961.4% | +425.5% |
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