+53.5%
PSA vs CAPR
+214.7%
-161.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.5% | -0.9% |
| 7D | +3.9% | +41.1% | -37.2% | +3.6% |
| 30D | +19.7% | +11.1% | +8.6% | +19.5% |
| 3M | +4.3% | +115.3% | -111.1% | +3.5% |
| 6M | +11.4% | -73.8% | +85.2% | +11.8% |
| YTD | +33.9% | -68.8% | +102.8% | +34.2% |
| 1Y | +28.3% | +43.3% | -15.0% | +25.0% |
| 3Y | +53.5% | +214.7% | -161.2% | +26.7% |
| All | +53.5% | +214.7% | -161.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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