+763.1%
PM vs PSA
+613.7%
+149.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.6% |
| 7D | -4.9% | -3.7% | -1.2% | -3.9% |
| 30D | -3.4% | -7.7% | +4.4% | -1.1% |
| 3M | +5.2% | -0.6% | +5.8% | +5.3% |
| 6M | +3.7% | -0.9% | +4.6% | +3.8% |
| YTD | +15.8% | +18.7% | -2.9% | +9.9% |
| 1Y | +17.4% | +7.6% | +9.7% | +14.4% |
| 3Y | +116.9% | +23.7% | +93.3% | +101.0% |
| 5Y | +117.3% | +13.7% | +103.7% | +103.4% |
| 10Y | +193.8% | +98.9% | +94.9% | +130.6% |
| All | +763.1% | +613.7% | +149.5% | +370.0% |
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