+133.6%
HOOD vs PSA
+33.8%
+99.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | +3.8% | -2.1% | +5.9% | +4.6% |
| 30D | -26.4% | +15.6% | -42.0% | -30.2% |
| 3M | -14.3% | +4.1% | -18.4% | -15.6% |
| 6M | +3.9% | +9.2% | -5.3% | 0.0% |
| YTD | -28.1% | +32.3% | -60.4% | -35.6% |
| 1Y | -38.8% | +26.2% | -65.0% | -44.3% |
| 3Y | +888.5% | +53.7% | +834.8% | +710.8% |
| 5Y | +131.0% | +26.6% | +104.5% | +129.7% |
| All | +133.6% | +33.8% | +99.8% | +245.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling