+45.8%
ON vs PSA
+6.0%
+39.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.7% | -3.6% | -1.1% | -4.2% |
| 30D | -13.5% | -9.4% | -4.1% | -12.1% |
| 3M | -36.3% | -8.2% | -28.1% | -36.0% |
| 6M | +17.8% | -1.8% | +19.6% | +12.6% |
| YTD | +29.6% | +15.7% | +13.8% | +12.3% |
| 1Y | +45.8% | +6.3% | +39.5% | +35.9% |
| All | +45.8% | +6.0% | +39.8% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling