-93.3%
OPEN vs PSA
+30.6%
-123.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | -21.7% | +1.5% | -23.1% | -22.5% |
| 30D | -36.5% | +16.7% | -53.1% | -46.6% |
| 3M | -59.5% | +4.0% | -63.6% | -61.2% |
| 6M | -71.9% | +10.9% | -82.7% | -75.6% |
| YTD | -75.8% | +34.2% | -110.0% | -83.8% |
| 1Y | -78.5% | +26.6% | -105.2% | -84.6% |
| 3Y | -30.2% | +54.7% | -84.9% | -62.4% |
| 5Y | -93.3% | +30.0% | -123.3% | -95.8% |
| All | -93.3% | +30.6% | -123.8% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling