+7.6%
PSA vs BOXX
+4.0%
+3.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.5% |
| 7D | -3.7% | +0.1% | -3.7% | -4.1% |
| 30D | -7.7% | +0.4% | -8.1% | -10.3% |
| 3M | -0.6% | +1.0% | -1.6% | -7.5% |
| 6M | -0.9% | +2.0% | -2.9% | -12.5% |
| YTD | +18.7% | +2.6% | +16.0% | 0.0% |
| 1Y | +7.6% | +4.1% | +3.6% | -13.7% |
| All | +7.6% | +4.0% | +3.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling