+32.8%
NET vs PSA
+7.3%
+25.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -2.3% |
| 7D | -7.0% | -3.7% | -3.3% | -8.2% |
| 30D | -4.8% | -7.7% | +2.9% | -7.3% |
| 3M | +3.8% | -0.6% | +4.4% | +3.9% |
| 6M | +50.0% | -0.9% | +51.0% | +48.7% |
| YTD | +41.5% | +18.7% | +22.8% | +47.8% |
| 1Y | +32.8% | +7.6% | +25.2% | +34.9% |
| All | +32.8% | +7.3% | +25.6% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling