+1.3%
PPL vs PSA
+26.3%
-25.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +0.4% | +3.9% | -3.5% | -0.6% |
| 30D | +5.4% | +19.7% | -14.2% | +0.5% |
| 3M | +4.3% | +4.3% | 0.0% | +2.9% |
| 6M | -1.3% | +11.4% | -12.7% | -4.2% |
| YTD | +4.7% | +33.9% | -29.3% | -1.9% |
| 1Y | +1.3% | +28.3% | -27.0% | -4.1% |
| All | +1.3% | +26.3% | -25.1% | -4.1% |
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