+777.0%
FIX vs PSA
+23.9%
+753.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +6.0% | -3.7% | +9.7% | +6.5% |
| 30D | -7.2% | -7.7% | +0.5% | -6.2% |
| 3M | -15.9% | -0.6% | -15.2% | -16.7% |
| 6M | +12.7% | -0.9% | +13.7% | +11.1% |
| YTD | +72.8% | +18.7% | +54.1% | +65.3% |
| 1Y | +122.9% | +7.6% | +115.3% | +116.1% |
| All | +777.0% | +23.9% | +753.0% | +655.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling