+158.8%
PGR vs PSA
+13.7%
+145.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | -0.6% | -1.8% | +1.2% | -0.1% |
| 30D | +4.9% | -8.4% | +13.3% | +7.4% |
| 3M | +7.6% | -7.8% | +15.5% | +10.0% |
| 6M | +8.3% | +0.8% | +7.5% | +7.9% |
| YTD | +1.7% | +16.5% | -14.8% | -2.6% |
| 1Y | -6.8% | +4.7% | -11.6% | -8.3% |
| 3Y | +73.4% | +21.1% | +52.4% | +62.0% |
| All | +158.8% | +13.7% | +145.1% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling