+14.4%
FIX vs PSA
+28.0%
-13.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.8% | -17.9% | -14.6% |
| 7D | -18.9% | +10.5% | -29.5% | -17.8% |
| 30D | -36.3% | +21.7% | -58.0% | -35.4% |
| 3M | -38.5% | +6.1% | -44.6% | -37.5% |
| 6M | -42.3% | +18.3% | -60.6% | -44.1% |
| YTD | +17.1% | +36.1% | -19.0% | +12.5% |
| 1Y | +14.4% | +29.3% | -14.9% | +9.9% |
| All | +14.4% | +28.0% | -13.7% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling