+209.9%
ON vs PSA
+3,478.4%
-3,268.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | +2.4% | -3.7% | +6.1% | +4.3% |
| 30D | -3.3% | -7.7% | +4.4% | +0.5% |
| 3M | -43.6% | -0.6% | -43.0% | -44.1% |
| 6M | +19.0% | -0.9% | +19.9% | +17.8% |
| YTD | +37.4% | +18.7% | +18.7% | +24.1% |
| 1Y | +54.8% | +7.6% | +47.1% | +46.7% |
| 3Y | -25.2% | +23.7% | -48.8% | -34.7% |
| 5Y | +62.7% | +13.7% | +49.1% | +45.9% |
| 10Y | +574.3% | +98.9% | +475.5% | +336.5% |
| All | +209.9% | +3,478.4% | -3,268.5% | -64.9% |
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 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