+2,841.0%
GE vs PSA
+15,793.7%
-12,952.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.7% | -1.4% | +4.1% | +3.2% |
| 30D | +8.1% | +15.2% | -7.1% | +2.5% |
| 3M | -7.9% | +2.2% | -10.1% | -8.7% |
| 6M | +12.9% | +11.7% | +1.2% | +7.9% |
| YTD | +8.2% | +32.0% | -23.8% | -2.8% |
| 1Y | +9.7% | +26.3% | -16.6% | +0.1% |
| 3Y | +266.1% | +52.4% | +213.7% | +205.0% |
| 5Y | +407.4% | +26.3% | +381.1% | +345.7% |
| 10Y | +150.3% | +132.3% | +18.0% | +68.5% |
| All | +2,841.0% | +15,793.7% | -12,952.7% | +840.2% |
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