+4.8%
PEP vs PSA
+27.0%
-22.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +4.6% | +0.8% | +3.9% | +4.3% |
| 30D | +14.0% | +15.9% | -1.9% | +8.1% |
| 3M | +5.4% | +4.2% | +1.2% | +3.8% |
| 6M | -5.1% | +10.1% | -15.3% | -8.0% |
| YTD | +3.1% | +33.3% | -30.2% | -5.0% |
| 1Y | +4.8% | +28.2% | -23.5% | -2.5% |
| All | +4.8% | +27.0% | -22.2% | -2.5% |
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