+1,027.6%
FIX vs PSA
+26.3%
+1,001.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.4% | -1.4% | +10.9% | +9.8% |
| 30D | -27.8% | +15.2% | -43.0% | -30.6% |
| 3M | -35.6% | +2.2% | -37.8% | -36.1% |
| 6M | -45.2% | +11.7% | -56.9% | -47.6% |
| YTD | +19.5% | +32.0% | -12.5% | +8.3% |
| 1Y | +24.2% | +26.3% | -2.0% | +14.1% |
| 3Y | +494.2% | +52.4% | +441.8% | +381.5% |
| All | +1,027.6% | +26.3% | +1,001.3% | +859.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling