+304.4%
FLEX vs PSA
+52.1%
+252.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +12.0% |
| 7D | -7.2% | +1.5% | -8.6% | -7.4% |
| 30D | -34.8% | +16.7% | -51.4% | -36.9% |
| 3M | -35.6% | +4.0% | -39.6% | -36.1% |
| 6M | -45.0% | +10.9% | -55.9% | -46.8% |
| YTD | +29.4% | +34.2% | -4.8% | +19.7% |
| 1Y | +24.8% | +26.6% | -1.9% | +16.7% |
| 3Y | +304.4% | +54.7% | +249.7% | +224.6% |
| All | +304.4% | +52.1% | +252.4% | +224.6% |
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