+1,078.2%
KEY vs PSA
+14,185.8%
-13,107.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.0% |
| 7D | +2.2% | -3.7% | +5.9% | +4.4% |
| 30D | -3.0% | -7.7% | +4.7% | +1.4% |
| 3M | +3.3% | -0.6% | +3.9% | +3.2% |
| 6M | +9.2% | -0.9% | +10.1% | +8.9% |
| YTD | +10.6% | +18.7% | -8.0% | -0.8% |
| 1Y | +20.4% | +7.6% | +12.8% | +13.6% |
| 3Y | +121.8% | +23.7% | +98.2% | +89.7% |
| 5Y | +41.1% | +13.7% | +27.5% | +22.2% |
| 10Y | +168.5% | +98.9% | +69.7% | +58.3% |
| All | +1,078.2% | +14,185.8% | -13,107.6% | +144.6% |
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