+43.3%
IR vs PSA
+15.2%
+28.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | -13.6% | -8.2% | -5.5% | -10.3% |
| 3M | +3.7% | -2.1% | +5.8% | +4.5% |
| 6M | -13.1% | -0.2% | -12.8% | -13.1% |
| YTD | -5.1% | +18.5% | -23.6% | -11.6% |
| 1Y | -6.5% | +6.6% | -13.0% | -9.3% |
| 3Y | +8.5% | +24.5% | -15.9% | -3.7% |
| 5Y | +43.3% | +13.6% | +29.7% | +30.1% |
| All | +43.3% | +15.2% | +28.1% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling