+20.3%
PSA vs BR
-5.0%
+25.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.6% | -6.0% | +2.3% | -1.8% |
| 30D | -9.4% | -0.9% | -8.5% | -9.2% |
| 3M | -8.2% | +16.4% | -24.6% | -12.9% |
| 6M | -1.8% | -8.2% | +6.3% | +1.5% |
| YTD | +15.7% | -23.2% | +39.0% | +30.0% |
| 1Y | +6.3% | -30.9% | +37.2% | +26.3% |
| All | +20.3% | -5.0% | +25.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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