+14.9%
PSA vs BR
+8.0%
+6.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -1.8% | -3.0% | +1.1% | -0.7% |
| 30D | -8.4% | -0.3% | -8.1% | -8.3% |
| 3M | -7.8% | +17.3% | -25.1% | -14.0% |
| 6M | +0.8% | -6.7% | +7.5% | +3.2% |
| YTD | +16.5% | -23.4% | +39.9% | +30.5% |
| 1Y | +4.7% | -32.7% | +37.4% | +25.1% |
| 3Y | +21.1% | -5.9% | +27.0% | +20.2% |
| All | +14.9% | +8.0% | +6.9% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling