+25.0%
FLEX vs PSA
+28.0%
-3.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.8% | -15.1% | -12.6% |
| 7D | -17.0% | +10.5% | -27.5% | -18.3% |
| 30D | -33.8% | +21.7% | -55.5% | -36.6% |
| 3M | -39.0% | +6.1% | -45.1% | -39.4% |
| 6M | -15.9% | +18.3% | -34.2% | -22.4% |
| YTD | +27.8% | +36.1% | -8.2% | +15.3% |
| 1Y | +25.0% | +29.3% | -4.4% | +13.8% |
| All | +25.0% | +28.0% | -3.1% | +13.8% |
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