+2,895.1%
GE vs PSA
+15,953.3%
-13,058.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +5.4% | +0.8% | +4.6% | +5.1% |
| 30D | +9.6% | +15.9% | -6.3% | +3.7% |
| 3M | -7.7% | +4.2% | -11.9% | -9.2% |
| 6M | +14.0% | +10.1% | +3.9% | +9.6% |
| YTD | +10.2% | +33.3% | -23.2% | -1.4% |
| 1Y | +8.9% | +28.2% | -19.3% | -1.2% |
| 3Y | +273.7% | +54.9% | +218.8% | +209.4% |
| 5Y | +410.2% | +28.3% | +381.9% | +345.4% |
| 10Y | +157.4% | +134.1% | +23.4% | +72.8% |
| All | +2,895.1% | +15,953.3% | -13,058.2% | +853.8% |
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 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