+100.0%
PBR vs PSA
+21.5%
+78.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | +0.3% | -2.2% | +2.6% | +0.6% |
| 30D | +17.5% | -9.6% | +27.1% | +18.9% |
| 3M | +20.9% | -7.9% | +28.8% | +21.8% |
| 6M | +20.2% | -2.0% | +22.2% | +19.9% |
| YTD | +84.3% | +15.7% | +68.5% | +77.2% |
| 1Y | +77.1% | +5.8% | +71.3% | +73.4% |
| All | +100.0% | +21.5% | +78.5% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling