+1,269.9%
PAAS vs PSA
+6,144.4%
-4,874.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -2.9% | -3.7% | +0.8% | -1.9% |
| 30D | +6.8% | -7.7% | +14.5% | +9.0% |
| 3M | -2.9% | -0.6% | -2.3% | -3.1% |
| 6M | -16.4% | -0.9% | -15.5% | -16.4% |
| YTD | 0.0% | +18.7% | -18.6% | -4.5% |
| 1Y | +54.3% | +7.6% | +46.7% | +51.0% |
| 3Y | +230.7% | +23.7% | +207.0% | +210.0% |
| 5Y | +111.6% | +13.7% | +98.0% | +101.5% |
| 10Y | +211.7% | +98.9% | +112.9% | +154.5% |
| All | +1,269.9% | +6,144.4% | -4,874.5% | +673.7% |
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