+74.7%
PBR vs PSA
+6.8%
+67.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.8% |
| 7D | +5.4% | -1.8% | +7.2% | +5.3% |
| 30D | +22.9% | -8.4% | +31.2% | +22.4% |
| 3M | +19.6% | -7.8% | +27.5% | +19.1% |
| 6M | +16.5% | +0.8% | +15.7% | +15.8% |
| YTD | +86.7% | +16.5% | +70.2% | +76.4% |
| 1Y | +74.7% | +4.7% | +70.0% | +70.1% |
| All | +74.7% | +6.8% | +67.9% | +70.1% |
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 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