+519.9%
FIX vs PSA
+55.8%
+464.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | +6.4% | -2.1% | +8.5% | +6.5% |
| 30D | -29.1% | +16.2% | -45.3% | -29.9% |
| 3M | -31.1% | +4.3% | -35.5% | -31.2% |
| 6M | -42.8% | +9.9% | -52.7% | -43.7% |
| YTD | +24.6% | +33.3% | -8.6% | +18.9% |
| 1Y | +21.9% | +25.8% | -3.9% | +17.2% |
| All | +519.9% | +55.8% | +464.1% | +384.2% |
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