+3,908.7%
PG vs PSA
+13,835.2%
-9,926.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.7% | -3.6% | +1.0% | -1.9% |
| 30D | -1.5% | -9.4% | +7.8% | +0.5% |
| 3M | -3.4% | -8.2% | +4.8% | -1.6% |
| 6M | -7.0% | -1.8% | -5.1% | -6.7% |
| YTD | +2.0% | +15.7% | -13.8% | -1.3% |
| 1Y | -6.5% | +6.3% | -12.7% | -7.9% |
| 3Y | +1.2% | +21.6% | -20.4% | -3.8% |
| 5Y | +12.8% | +13.5% | -0.7% | +7.9% |
| 10Y | +117.7% | +101.3% | +16.4% | +83.7% |
| All | +3,908.7% | +13,835.2% | -9,926.5% | +1,853.9% |
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