+2,327.9%
NDAQ vs PSA
+1,841.3%
+486.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.2% |
| 7D | -2.4% | -3.7% | +1.2% | -0.4% |
| 30D | +2.5% | -7.7% | +10.2% | +7.1% |
| 3M | +9.9% | -0.6% | +10.5% | +10.1% |
| 6M | +9.4% | -0.9% | +10.3% | +9.1% |
| YTD | +0.4% | +18.7% | -18.2% | -10.0% |
| 1Y | +4.0% | +7.6% | -3.6% | -1.9% |
| 3Y | +94.4% | +23.7% | +70.7% | +64.6% |
| 5Y | +56.7% | +13.7% | +43.1% | +35.7% |
| 10Y | +375.3% | +98.9% | +276.4% | +182.1% |
| All | +2,327.9% | +1,841.3% | +486.6% | +419.8% |
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