+2,900.6%
FITB vs PSA
+15,793.7%
-12,893.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.8% | -1.4% | +4.2% | +3.6% |
| 30D | +9.8% | +15.2% | -5.4% | +0.8% |
| 3M | -5.2% | +2.2% | -7.4% | -6.6% |
| 6M | +17.3% | +11.7% | +5.7% | +9.3% |
| YTD | +19.3% | +32.0% | -12.7% | 0.0% |
| 1Y | +32.7% | +26.3% | +6.4% | +14.1% |
| 3Y | +141.6% | +52.4% | +89.2% | +81.1% |
| 5Y | +48.9% | +26.3% | +22.6% | +21.1% |
| 10Y | +216.5% | +132.3% | +84.2% | +66.6% |
| All | +2,900.6% | +15,793.7% | -12,893.1% | +432.1% |
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