+253.8%
PH vs PSA
+15.2%
+238.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +0.4% | -0.4% | +0.8% | +0.6% |
| 30D | -10.8% | -8.2% | -2.6% | -7.8% |
| 3M | +8.5% | -2.1% | +10.6% | +9.0% |
| 6M | +3.9% | -0.2% | +4.1% | +3.5% |
| YTD | +9.4% | +18.5% | -9.1% | +1.8% |
| 1Y | +26.8% | +6.6% | +20.2% | +22.5% |
| 3Y | +140.8% | +24.5% | +116.3% | +112.1% |
| 5Y | +253.8% | +13.6% | +240.2% | +226.6% |
| All | +253.8% | +15.2% | +238.6% | +226.6% |
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