+190.0%
ON vs PSA
+3,921.2%
-3,731.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -4.1% | +0.8% | -4.9% | -4.5% |
| 30D | -10.2% | +15.9% | -26.1% | -16.7% |
| 3M | -12.7% | +4.2% | -16.9% | -14.9% |
| 6M | -32.5% | +10.1% | -42.7% | -36.8% |
| YTD | +28.6% | +33.3% | -4.8% | +9.3% |
| 1Y | +43.4% | +28.2% | +15.2% | +24.3% |
| 3Y | +3.3% | +54.9% | -51.6% | -19.6% |
| 5Y | +22.5% | +28.3% | -5.8% | +3.5% |
| 10Y | +535.7% | +134.1% | +401.7% | +279.5% |
| All | +190.0% | +3,921.2% | -3,731.1% | -69.1% |
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