+27.6%
IR vs PSA
+50.8%
-23.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | +3.7% | +3.9% | -0.2% | +2.0% |
| 30D | +7.4% | +19.7% | -12.2% | -0.5% |
| 3M | -5.9% | +4.3% | -10.2% | -7.6% |
| 6M | +5.6% | +11.4% | -5.8% | +0.6% |
| YTD | +4.8% | +33.9% | -29.1% | -6.5% |
| 1Y | +6.9% | +28.3% | -21.3% | -3.3% |
| 3Y | +27.6% | +53.5% | -25.9% | +13.2% |
| All | +27.6% | +50.8% | -23.2% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling