+52.4%
GEV vs PSA
+28.0%
+24.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.8% | -12.1% | -8.7% |
| 7D | -5.1% | +10.5% | -15.7% | -3.4% |
| 30D | -15.8% | +21.7% | -37.5% | -13.3% |
| 3M | -18.2% | +6.1% | -24.2% | -17.0% |
| 6M | -22.4% | +18.3% | -40.7% | -22.3% |
| YTD | +27.7% | +36.1% | -8.3% | +27.6% |
| 1Y | +52.4% | +29.3% | +23.0% | +51.5% |
| All | +52.4% | +28.0% | +24.3% | +51.5% |
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