+28.3%
PSA vs COMP
-18.6%
+47.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.8% | 0.0% |
| 7D | +0.8% | +7.2% | -6.4% | 0.0% |
| 30D | +15.9% | +6.4% | +9.5% | +15.0% |
| 3M | +4.2% | -19.4% | +23.6% | +5.7% |
| 6M | +10.1% | +14.6% | -4.4% | +8.0% |
| YTD | +33.3% | -5.5% | +38.8% | +31.7% |
| 1Y | +28.2% | +13.7% | +14.6% | +24.6% |
| 3Y | +54.9% | +409.7% | -354.8% | +28.3% |
| 5Y | +28.3% | -17.0% | +45.4% | +12.4% |
| All | +28.3% | -18.6% | +47.0% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling