+291.3%
IR vs PSA
+111.0%
+180.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | -2.8% | -3.7% | +0.8% | -1.3% |
| 30D | -15.1% | -7.7% | -7.4% | -12.3% |
| 3M | +6.1% | -0.6% | +6.7% | +6.2% |
| 6M | -16.8% | -0.9% | -15.9% | -16.6% |
| YTD | -3.5% | +18.7% | -22.2% | -9.7% |
| 1Y | -3.5% | +7.6% | -11.1% | -6.4% |
| 3Y | +9.5% | +23.7% | -14.2% | -1.0% |
| 5Y | +45.1% | +13.7% | +31.4% | +34.2% |
| All | +291.3% | +111.0% | +180.3% | +183.5% |
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