+3,159.9%
PEP vs PSA
+14,185.8%
-11,025.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.4% |
| 7D | -1.4% | -3.7% | +2.3% | -0.6% |
| 30D | +0.2% | -7.7% | +8.0% | +1.9% |
| 3M | -1.1% | -0.6% | -0.5% | -1.0% |
| 6M | -13.5% | -0.9% | -12.6% | -13.4% |
| YTD | -1.2% | +18.7% | -19.8% | -4.8% |
| 1Y | -1.6% | +7.6% | -9.2% | -3.3% |
| 3Y | -12.5% | +23.7% | -36.2% | -16.9% |
| 5Y | +3.0% | +13.7% | -10.6% | -1.2% |
| 10Y | +73.9% | +98.9% | -24.9% | +48.7% |
| All | +3,159.9% | +14,185.8% | -11,025.8% | +1,645.9% |
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 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