+2,768.0%
HPQ vs PSA
+14,166.4%
-11,398.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +3.7% | -8.2% | +11.9% | +6.3% |
| 3M | +24.3% | -2.1% | +26.5% | +25.0% |
| 6M | +64.8% | -0.2% | +65.0% | +64.2% |
| YTD | +43.9% | +18.5% | +25.4% | +36.5% |
| 1Y | +11.7% | +6.6% | +5.1% | +9.1% |
| 3Y | +19.7% | +24.5% | -4.8% | +10.9% |
| 5Y | +32.2% | +13.6% | +18.6% | +24.7% |
| 10Y | +198.9% | +102.0% | +97.0% | +136.3% |
| All | +2,768.0% | +14,166.4% | -11,398.4% | +1,284.9% |
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