+5,261.3%
O vs PSA
+8,016.4%
-2,755.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | -0.4% | -2.1% | +1.7% | +1.0% |
| 30D | +8.3% | +15.6% | -7.3% | -1.9% |
| 3M | -4.0% | +4.1% | -8.0% | -6.8% |
| 6M | -2.6% | +9.2% | -11.8% | -8.7% |
| YTD | +9.9% | +32.3% | -22.4% | -10.4% |
| 1Y | +9.8% | +26.2% | -16.3% | -7.5% |
| 3Y | +39.7% | +53.7% | -13.9% | +0.4% |
| 5Y | +9.2% | +26.6% | -17.4% | -13.2% |
| 10Y | +81.5% | +132.8% | -51.3% | -6.6% |
| All | +5,261.3% | +8,016.4% | -2,755.1% | +668.7% |
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 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