+14.3%
PFE vs PSA
+50.8%
-36.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -3.7% | +3.9% | -7.6% | -5.0% |
| 30D | +5.0% | +19.7% | -14.7% | -1.5% |
| 3M | +12.2% | +4.3% | +7.9% | +10.5% |
| 6M | +14.6% | +11.4% | +3.2% | +9.9% |
| YTD | +24.1% | +33.9% | -9.8% | +10.5% |
| 1Y | +26.6% | +28.3% | -1.7% | +14.6% |
| 3Y | +14.3% | +53.5% | -39.2% | +6.8% |
| All | +14.3% | +50.8% | -36.5% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling