+7,433.0%
FIX vs PSA
+3,544.4%
+3,888.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.7% | -10.9% | -11.3% |
| 7D | -27.2% | +7.4% | -34.6% | -29.8% |
| 30D | -46.9% | +19.1% | -66.0% | -51.4% |
| 3M | -44.4% | +5.1% | -49.5% | -46.2% |
| 6M | -50.9% | +16.2% | -67.1% | -55.1% |
| YTD | +3.5% | +35.2% | -31.6% | -11.8% |
| 1Y | -2.1% | +27.1% | -29.2% | -14.4% |
| 3Y | +418.7% | +51.7% | +367.0% | +304.0% |
| 5Y | +894.6% | +31.8% | +862.8% | +713.8% |
| 10Y | +3,465.5% | +148.0% | +3,317.5% | +1,999.2% |
| All | +7,433.0% | +3,544.4% | +3,888.6% | +1,234.1% |
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