+325.3%
IR vs PSA
+138.1%
+187.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +3.7% | +3.9% | -0.2% | +2.1% |
| 30D | +7.4% | +19.7% | -12.2% | -0.2% |
| 3M | -5.9% | +4.3% | -10.2% | -7.7% |
| 6M | +5.6% | +11.4% | -5.8% | +0.8% |
| YTD | +4.8% | +33.9% | -29.1% | -6.7% |
| 1Y | +6.9% | +28.3% | -21.3% | -3.2% |
| 3Y | +27.6% | +53.5% | -25.9% | +5.7% |
| 5Y | +45.8% | +30.6% | +15.2% | +27.5% |
| All | +325.3% | +138.1% | +187.1% | +193.0% |
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