+20.3%
PSA vs BG
+20.1%
+0.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -3.6% | +3.7% | -7.4% | -4.1% |
| 30D | -9.4% | +12.3% | -21.7% | -10.8% |
| 3M | -8.2% | -2.2% | -6.0% | -8.0% |
| 6M | -1.8% | +5.3% | -7.2% | -3.0% |
| YTD | +15.7% | +42.4% | -26.7% | +8.6% |
| 1Y | +6.3% | +55.2% | -48.9% | -1.6% |
| All | +20.3% | +20.1% | +0.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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