+2,164.3%
PPL vs PSA
+16,171.7%
-14,007.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | +1.0% | +7.4% | -6.4% | -0.8% |
| 30D | +6.8% | +19.1% | -12.3% | +2.2% |
| 3M | +3.9% | +5.1% | -1.2% | +2.5% |
| 6M | -2.0% | +16.2% | -18.2% | -5.8% |
| YTD | +5.3% | +35.2% | -29.9% | -2.8% |
| 1Y | +2.2% | +27.1% | -24.9% | -4.2% |
| 3Y | +56.7% | +51.7% | +5.0% | +39.8% |
| 5Y | +49.1% | +31.8% | +17.3% | +36.7% |
| 10Y | +63.6% | +148.0% | -84.3% | +29.3% |
| All | +2,164.3% | +16,171.7% | -14,007.4% | +1,136.3% |
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 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