+12.2%
PFE vs PSA
+3.1%
+9.1%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -3.7% | +3.9% | -7.6% | -4.7% |
| 30D | +5.0% | +19.7% | -14.7% | +1.0% |
| 3M | +12.2% | +4.3% | +7.9% | +11.3% |
| All | +12.2% | +3.1% | +9.1% | +11.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling