+59.9%
PPL vs PSA
+23.9%
+36.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +2.7% | -3.7% | +6.3% | +4.0% |
| 30D | +0.5% | -7.7% | +8.2% | +3.2% |
| 3M | +0.7% | -0.6% | +1.3% | +0.8% |
| 6M | -7.6% | -0.9% | -6.7% | -7.6% |
| YTD | +1.8% | +18.7% | -16.8% | -4.7% |
| 1Y | -0.8% | +7.6% | -8.4% | -3.9% |
| All | +59.9% | +23.9% | +36.0% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling