+230.7%
GM vs PSA
+446.1%
-215.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | 0.0% | -1.4% |
| 7D | -1.1% | -2.2% | +1.1% | -0.1% |
| 30D | -4.6% | -9.6% | +5.0% | -0.4% |
| 3M | +0.2% | -7.9% | +8.1% | +3.5% |
| 6M | +12.6% | -2.0% | +14.6% | +13.1% |
| YTD | +3.7% | +15.7% | -12.1% | -3.3% |
| 1Y | +45.6% | +5.8% | +39.9% | +40.8% |
| 3Y | +162.0% | +21.6% | +140.4% | +133.0% |
| 5Y | +80.5% | +13.1% | +67.3% | +62.9% |
| 10Y | +231.3% | +101.3% | +130.1% | +115.8% |
| All | +230.7% | +446.1% | -215.4% | +6.0% |
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