+68.7%
PSA vs COMP
-51.7%
+120.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.3% |
| 7D | -2.1% | +2.2% | -4.2% | -2.3% |
| 30D | +16.2% | +16.3% | -0.1% | +14.6% |
| 3M | +4.3% | -19.1% | +23.5% | +5.8% |
| 6M | +9.9% | +17.1% | -7.2% | +7.6% |
| YTD | +33.3% | -2.9% | +36.2% | +31.4% |
| 1Y | +25.8% | +8.8% | +17.0% | +22.8% |
| 3Y | +54.8% | +423.5% | -368.7% | +29.4% |
| 5Y | +27.5% | -10.5% | +38.0% | +9.2% |
| All | +68.7% | -51.7% | +120.4% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling