+2,896.1%
FITB vs PSA
+14,185.8%
-11,289.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | +0.6% | -3.7% | +4.3% | +2.9% |
| 30D | -4.7% | -7.7% | +3.0% | -0.2% |
| 3M | +6.7% | -0.6% | +7.3% | +6.7% |
| 6M | +12.6% | -0.9% | +13.5% | +12.5% |
| YTD | +19.1% | +18.7% | +0.5% | +6.5% |
| 1Y | +22.6% | +7.6% | +15.0% | +15.7% |
| 3Y | +127.1% | +23.7% | +103.5% | +93.1% |
| 5Y | +71.8% | +13.7% | +58.2% | +48.3% |
| 10Y | +287.2% | +98.9% | +188.3% | +122.9% |
| All | +2,896.1% | +14,185.8% | -11,289.7% | +466.9% |
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