+3,280.3%
PEP vs PSA
+16,171.7%
-12,891.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +6.7% | +7.4% | -0.7% | +5.1% |
| 30D | +13.5% | +19.1% | -5.6% | +9.4% |
| 3M | +3.9% | +5.1% | -1.2% | +2.8% |
| 6M | -6.0% | +16.2% | -22.2% | -8.9% |
| YTD | +2.5% | +35.2% | -32.7% | -4.0% |
| 1Y | +3.9% | +27.1% | -23.2% | -1.4% |
| 3Y | -4.7% | +51.7% | -56.4% | -13.2% |
| 5Y | +1.1% | +31.8% | -30.7% | -6.0% |
| 10Y | +83.8% | +148.0% | -64.1% | +50.8% |
| All | +3,280.3% | +16,171.7% | -12,891.4% | +1,661.2% |
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