+31.6%
HPQ vs PSA
+6.8%
+24.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.6% | +7.8% | +8.2% |
| 7D | +9.8% | -1.8% | +11.6% | +10.3% |
| 30D | +22.4% | -8.4% | +30.7% | +25.7% |
| 3M | +45.2% | -7.8% | +53.0% | +48.8% |
| 6M | +96.4% | +0.8% | +95.6% | +95.6% |
| YTD | +65.4% | +16.5% | +48.9% | +52.9% |
| 1Y | +31.6% | +4.7% | +26.9% | +23.4% |
| All | +31.6% | +6.8% | +24.8% | +23.4% |
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