+52.5%
NDAQ vs PSA
+10.8%
+41.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | 0.0% |
| 7D | -1.6% | -2.2% | +0.7% | -0.8% |
| 30D | -1.5% | -9.6% | +8.1% | +2.1% |
| 3M | +8.0% | -7.9% | +15.9% | +11.2% |
| 6M | +7.7% | -2.0% | +9.7% | +8.1% |
| YTD | -2.3% | +15.7% | -18.1% | -8.1% |
| 1Y | +0.6% | +5.8% | -5.2% | -2.4% |
| 3Y | +90.9% | +21.6% | +69.4% | +71.4% |
| 5Y | +52.5% | +13.1% | +39.3% | +43.1% |
| All | +52.5% | +10.8% | +41.6% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling