+1,007.5%
KEY vs PSA
+16,026.4%
-15,018.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -1.3% | +3.9% | -5.2% | -3.4% |
| 30D | +5.1% | +19.7% | -14.5% | -5.1% |
| 3M | -7.1% | +4.3% | -11.4% | -9.5% |
| 6M | -4.4% | +11.4% | -15.7% | -10.6% |
| YTD | +4.0% | +33.9% | -29.9% | -13.1% |
| 1Y | +23.4% | +28.3% | -4.9% | +5.6% |
| 3Y | +113.9% | +53.5% | +60.4% | +61.3% |
| 5Y | +12.3% | +30.6% | -18.3% | -9.9% |
| 10Y | +125.5% | +145.8% | -20.3% | +17.9% |
| All | +1,007.5% | +16,026.4% | -15,018.9% | +114.3% |
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