+327.1%
NET vs PSA
+23.9%
+303.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.7% |
| 7D | -7.0% | -3.7% | -3.3% | -6.4% |
| 30D | -4.8% | -7.7% | +2.9% | -3.4% |
| 3M | +3.8% | -0.6% | +4.4% | +3.5% |
| 6M | +50.0% | -0.9% | +51.0% | +49.1% |
| YTD | +41.5% | +18.7% | +22.8% | +32.1% |
| 1Y | +32.8% | +7.6% | +25.2% | +28.1% |
| All | +327.1% | +23.9% | +303.1% | +225.4% |
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