+53.5%
PSA vs COO
-25.3%
+78.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | +3.9% | +4.7% | -0.8% | +2.7% |
| 30D | +19.7% | +13.9% | +5.8% | +15.7% |
| 3M | +4.3% | -14.9% | +19.2% | +8.6% |
| 6M | +11.4% | +2.0% | +9.3% | +10.0% |
| YTD | +33.9% | -23.9% | +57.9% | +43.2% |
| 1Y | +28.3% | -9.6% | +37.9% | +30.6% |
| 3Y | +53.5% | -25.4% | +78.9% | +55.9% |
| All | +53.5% | -25.3% | +78.8% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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