+32.8%
PM vs PSA
+26.5%
+6.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.5% | -1.4% | +2.0% | +0.9% |
| 30D | -3.2% | +15.2% | -18.4% | -6.7% |
| 3M | +6.2% | +2.2% | +4.0% | +5.8% |
| 6M | +7.7% | +11.7% | -4.0% | +5.3% |
| YTD | +27.3% | +32.0% | -4.7% | +22.7% |
| 1Y | +32.8% | +26.3% | +6.5% | +29.4% |
| All | +32.8% | +26.5% | +6.3% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling