+521.3%
PSA vs BR
+1,286.0%
-764.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +1.0% |
| 7D | -0.4% | -5.9% | +5.5% | +2.4% |
| 30D | -8.2% | +1.9% | -10.1% | -9.1% |
| 3M | -2.1% | +14.7% | -16.8% | -8.8% |
| 6M | -0.2% | -12.8% | +12.6% | +5.0% |
| YTD | +18.5% | -23.0% | +41.5% | +31.5% |
| 1Y | +6.6% | -31.7% | +38.3% | +25.3% |
| 3Y | +24.5% | -4.8% | +29.2% | +23.3% |
| 5Y | +13.6% | +7.8% | +5.8% | +4.1% |
| 10Y | +102.0% | +184.1% | -82.1% | +4.3% |
| All | +521.3% | +1,286.0% | -764.7% | +14.0% |
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 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