+1.7%
PEP vs PSA
+6.5%
-4.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +0.7% | -8.2% | +8.8% | +3.7% |
| 3M | -0.5% | -2.1% | +1.6% | +0.6% |
| 6M | -11.3% | -0.2% | -11.1% | -10.8% |
| YTD | -0.6% | +18.5% | -19.1% | -5.2% |
| 1Y | +1.7% | +6.6% | -4.9% | +0.9% |
| All | +1.7% | +6.5% | -4.9% | +0.9% |
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