+3,885.9%
PSA vs A
+539.8%
+3,346.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | +15.6% | +0.8% | +14.8% | +15.2% |
| 3M | +4.1% | +16.9% | -12.8% | +0.5% |
| 6M | +9.2% | +53.8% | -44.6% | -0.6% |
| YTD | +32.3% | +28.1% | +4.2% | +24.6% |
| 1Y | +26.2% | +15.0% | +11.1% | +21.4% |
| 3Y | +53.7% | +63.1% | -9.4% | +36.3% |
| 5Y | +26.6% | +11.5% | +15.1% | +19.9% |
| 10Y | +132.8% | +303.2% | -170.3% | +69.2% |
| All | +3,885.9% | +539.8% | +3,346.1% | +2,374.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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