+1,449.6%
NET vs PSA
+61.2%
+1,388.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.4% |
| 7D | -7.0% | -3.7% | -3.3% | -5.4% |
| 30D | -4.8% | -7.7% | +2.9% | -1.3% |
| 3M | +3.8% | -0.6% | +4.4% | +3.4% |
| 6M | +50.0% | -0.9% | +51.0% | +48.3% |
| YTD | +41.5% | +18.7% | +22.8% | +26.6% |
| 1Y | +32.8% | +7.6% | +25.2% | +24.5% |
| 3Y | +335.9% | +23.7% | +312.2% | +263.2% |
| 5Y | +113.8% | +13.7% | +100.2% | +89.6% |
| All | +1,449.6% | +61.2% | +1,388.4% | +1,079.2% |
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