+35.8%
MSCI vs PSA
+54.3%
-18.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | +3.0% | -1.4% | +4.4% | +3.4% |
| 30D | +17.8% | +15.2% | +2.6% | +13.4% |
| 3M | +15.2% | +2.2% | +13.0% | +14.4% |
| 6M | +16.5% | +11.7% | +4.8% | +13.0% |
| YTD | +16.4% | +32.0% | -15.6% | +6.9% |
| 1Y | +16.8% | +26.3% | -9.5% | +8.8% |
| 3Y | +35.8% | +52.4% | -16.6% | +14.2% |
| All | +35.8% | +54.3% | -18.6% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling