+42,231.2%
PGR vs PSA
+13,925.1%
+28,306.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.4% |
| 7D | -0.6% | -1.8% | +1.2% | 0.0% |
| 30D | +4.9% | -8.4% | +13.3% | +8.1% |
| 3M | +7.6% | -7.8% | +15.5% | +10.7% |
| 6M | +8.3% | +0.8% | +7.5% | +7.5% |
| YTD | +1.7% | +16.5% | -14.8% | -4.1% |
| 1Y | -6.8% | +4.7% | -11.6% | -9.0% |
| 3Y | +73.4% | +21.1% | +52.4% | +57.9% |
| 5Y | +161.2% | +14.2% | +147.0% | +139.3% |
| 10Y | +819.5% | +102.6% | +716.9% | +567.7% |
| All | +42,231.2% | +13,925.1% | +28,306.0% | +12,831.8% |
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 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