+23,761.0%
PH vs PSA
+14,185.8%
+9,575.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -3.1% | -3.7% | +0.6% | -1.7% |
| 30D | -3.2% | -7.7% | +4.5% | -0.4% |
| 3M | +10.6% | -0.6% | +11.2% | +10.6% |
| 6M | -2.1% | -0.9% | -1.2% | -2.2% |
| YTD | +10.2% | +18.7% | -8.5% | +3.0% |
| 1Y | +28.2% | +7.6% | +20.6% | +23.9% |
| 3Y | +134.9% | +23.7% | +111.2% | +112.7% |
| 5Y | +253.6% | +13.7% | +240.0% | +226.5% |
| 10Y | +804.7% | +98.9% | +705.9% | +564.7% |
| All | +23,761.0% | +14,185.8% | +9,575.2% | +6,868.2% |
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