+2,632.1%
NDAQ vs PSA
+2,064.6%
+567.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +1.7% | -2.1% | +3.8% | +2.9% |
| 30D | +16.2% | +15.6% | +0.6% | +7.3% |
| 3M | +14.0% | +4.1% | +9.9% | +11.3% |
| 6M | +22.3% | +9.2% | +13.1% | +15.8% |
| YTD | +13.0% | +32.3% | -19.3% | -4.7% |
| 1Y | +24.0% | +26.2% | -2.1% | +7.2% |
| 3Y | +117.1% | +53.7% | +63.4% | +62.8% |
| 5Y | +67.5% | +26.6% | +41.0% | +37.0% |
| 10Y | +474.3% | +132.8% | +341.4% | +212.5% |
| All | +2,632.1% | +2,064.6% | +567.5% | +450.0% |
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