+32.6%
NET vs PSA
+28.6%
+3.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.9% |
| 7D | -16.4% | +10.5% | -26.9% | -20.6% |
| 30D | -25.8% | +21.7% | -47.5% | -33.1% |
| 3M | -11.5% | +6.1% | -17.6% | -14.5% |
| 6M | +18.9% | +18.3% | +0.6% | +6.9% |
| YTD | +35.2% | +36.1% | -0.8% | +9.2% |
| 1Y | +14.5% | +29.3% | -14.9% | -4.6% |
| 3Y | +313.8% | +52.7% | +261.1% | +170.6% |
| 5Y | +32.6% | +28.8% | +3.8% | +2.0% |
| All | +32.6% | +28.6% | +3.9% | +2.0% |
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 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