+593.7%
PSA vs BR
+1,473.8%
-880.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -2.1% | -1.3% | -0.8% | -1.5% |
| 30D | +15.6% | +13.7% | +1.9% | +8.9% |
| 3M | +4.1% | +13.8% | -9.7% | -2.3% |
| 6M | +9.2% | +29.7% | -20.5% | -4.4% |
| YTD | +32.3% | -12.6% | +44.9% | +38.1% |
| 1Y | +26.2% | -12.4% | +38.6% | +31.6% |
| 3Y | +53.7% | +14.1% | +39.5% | +39.5% |
| 5Y | +26.6% | +18.7% | +7.9% | +11.0% |
| 10Y | +132.8% | +276.2% | -143.4% | +3.9% |
| All | +593.7% | +1,473.8% | -880.1% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling