-27.4%
ON vs PSA
+24.4%
-51.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -2.2% | -0.4% | -1.7% | -2.0% |
| 30D | -12.4% | -8.2% | -4.3% | -9.3% |
| 3M | -41.2% | -2.1% | -39.1% | -41.7% |
| 6M | +25.0% | -0.2% | +25.2% | +22.1% |
| YTD | +31.3% | +18.5% | +12.8% | +16.3% |
| 1Y | +45.4% | +6.6% | +38.8% | +36.6% |
| 3Y | -27.4% | +24.5% | -51.9% | -43.0% |
| All | -27.4% | +24.4% | -51.8% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling