+1.7%
PPL vs PSA
+28.0%
-26.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | +1.8% | +10.5% | -8.8% | -0.9% |
| 30D | +8.4% | +21.7% | -13.3% | +2.9% |
| 3M | +2.4% | +6.1% | -3.7% | +0.6% |
| 6M | -4.0% | +18.3% | -22.3% | -7.8% |
| YTD | +4.5% | +36.1% | -31.6% | -2.3% |
| 1Y | +1.7% | +29.3% | -27.6% | -3.8% |
| All | +1.7% | +28.0% | -26.3% | -3.8% |
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