+1,632.9%
PBR vs PSA
+3,122.3%
-1,489.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.6% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +19.4% | -8.2% | +27.5% | +24.0% |
| 3M | +20.8% | -2.1% | +22.9% | +21.3% |
| 6M | +23.5% | -0.2% | +23.7% | +21.8% |
| YTD | +83.4% | +18.5% | +64.9% | +65.9% |
| 1Y | +77.6% | +6.6% | +71.0% | +68.7% |
| 3Y | +99.9% | +24.5% | +75.4% | +70.8% |
| 5Y | +567.7% | +13.6% | +554.1% | +477.2% |
| 10Y | +621.5% | +102.0% | +519.6% | +343.4% |
| All | +1,632.9% | +3,122.3% | -1,489.5% | +196.0% |
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 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