+4.4%
PEP vs PSA
+26.5%
-22.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | +2.9% | -1.4% | +4.3% | +3.5% |
| 30D | +12.5% | +15.2% | -2.7% | +7.0% |
| 3M | +4.5% | +2.2% | +2.3% | +3.7% |
| 6M | -0.5% | +11.7% | -12.2% | -3.6% |
| YTD | +4.4% | +32.0% | -27.6% | -2.9% |
| 1Y | +4.4% | +26.3% | -21.9% | -2.0% |
| All | +4.4% | +26.5% | -22.1% | -2.0% |
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 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