+112.5%
NET vs PSA
+13.6%
+98.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.3% |
| 7D | -7.0% | -3.7% | -3.3% | -5.1% |
| 30D | -4.8% | -7.7% | +2.9% | -0.7% |
| 3M | +3.8% | -0.6% | +4.4% | +3.2% |
| 6M | +50.0% | -0.9% | +51.0% | +47.7% |
| YTD | +41.5% | +18.7% | +22.8% | +22.9% |
| 1Y | +32.8% | +7.6% | +25.2% | +22.3% |
| 3Y | +335.9% | +23.7% | +312.2% | +231.4% |
| All | +112.5% | +13.6% | +98.9% | +56.7% |
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