-47.1%
OPEN vs PSA
+7.3%
-54.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +1.5% |
| 7D | -4.3% | -3.7% | -0.6% | -1.6% |
| 30D | -16.2% | -7.7% | -8.5% | -11.2% |
| 3M | -36.4% | -0.6% | -35.8% | -37.6% |
| 6M | -35.5% | -0.9% | -34.5% | -36.7% |
| YTD | -46.0% | +18.7% | -64.6% | -60.8% |
| 1Y | -47.1% | +7.6% | -54.8% | -60.0% |
| All | -47.1% | +7.3% | -54.4% | -60.0% |
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 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