+125.1%
PM vs PSA
+15.2%
+109.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | -2.6% | -8.2% | +5.6% | -0.3% |
| 3M | +5.8% | -2.1% | +7.9% | +6.4% |
| 6M | +10.6% | -0.2% | +10.8% | +10.5% |
| YTD | +17.2% | +18.5% | -1.3% | +11.7% |
| 1Y | +17.6% | +6.6% | +11.1% | +15.3% |
| 3Y | +124.3% | +24.5% | +99.8% | +109.0% |
| 5Y | +125.1% | +13.6% | +111.5% | +109.6% |
| All | +125.1% | +15.2% | +109.8% | +109.6% |
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