+14,023.4%
PSA vs COO
+5,988.7%
+8,034.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -3.7% | -2.2% | -1.4% | -3.5% |
| 30D | -7.7% | -7.0% | -0.7% | -7.2% |
| 3M | -0.6% | +12.2% | -12.8% | -1.5% |
| 6M | -0.9% | -15.1% | +14.2% | +0.2% |
| YTD | +18.7% | -15.1% | +33.8% | +20.0% |
| 1Y | +7.6% | +2.3% | +5.3% | +7.3% |
| 3Y | +23.7% | -23.7% | +47.3% | +25.5% |
| 5Y | +13.7% | -38.9% | +52.6% | +16.7% |
| 10Y | +98.9% | +49.9% | +48.9% | +92.6% |
| All | +14,023.4% | +5,988.7% | +8,034.7% | +12,228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling