+51.3%
GEV vs PSA
+6.8%
+44.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.7% |
| 7D | +1.6% | -1.8% | +3.5% | +1.4% |
| 30D | -7.9% | -8.4% | +0.4% | -8.8% |
| 3M | +5.6% | -7.8% | +13.5% | +4.5% |
| 6M | +13.1% | +0.8% | +12.3% | +8.8% |
| YTD | +46.7% | +16.5% | +30.2% | +42.5% |
| 1Y | +51.3% | +4.7% | +46.6% | +45.2% |
| All | +51.3% | +6.8% | +44.5% | +45.2% |
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 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