+11.4%
FPS vs PSA
+8.1%
+3.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.0% |
| 7D | +10.4% | -0.4% | +10.8% | +10.3% |
| 30D | -16.5% | -8.2% | -8.4% | -18.0% |
| 3M | -45.5% | -2.1% | -43.4% | -47.5% |
| 6M | +2.1% | -0.2% | +2.3% | -3.6% |
| All | +11.4% | +8.1% | +3.3% | -9.9% |
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