+54.7%
PSA vs COMP
+431.5%
-376.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.4% |
| 7D | +1.5% | +14.5% | -13.1% | 0.0% |
| 30D | +16.7% | +14.9% | +1.8% | +14.8% |
| 3M | +4.0% | -14.2% | +18.3% | +5.2% |
| 6M | +10.9% | +23.7% | -12.9% | +7.4% |
| YTD | +34.2% | +2.1% | +32.1% | +31.0% |
| 1Y | +26.6% | +26.2% | +0.4% | +20.8% |
| 3Y | +54.7% | +470.9% | -416.2% | +10.3% |
| All | +54.7% | +431.5% | -376.8% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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