+2,090.1%
PPL vs PSA
+14,185.8%
-12,095.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.7% | -3.7% | +6.3% | +3.6% |
| 30D | +0.5% | -7.7% | +8.2% | +2.5% |
| 3M | +0.7% | -0.6% | +1.3% | +0.7% |
| 6M | -7.6% | -0.9% | -6.7% | -7.6% |
| YTD | +1.8% | +18.7% | -16.8% | -2.8% |
| 1Y | -0.8% | +7.6% | -8.4% | -3.0% |
| 3Y | +56.9% | +23.7% | +33.2% | +47.2% |
| 5Y | +39.5% | +13.7% | +25.9% | +32.7% |
| 10Y | +55.4% | +98.9% | -43.5% | +29.2% |
| All | +2,090.1% | +14,185.8% | -12,095.7% | +1,136.1% |
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 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