+52.4%
PSA vs D
+73.4%
-21.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.4% | -1.4% | -0.1% | -0.8% |
| 30D | +15.2% | +7.7% | +7.4% | +11.1% |
| 3M | +2.2% | -0.3% | +2.5% | +2.2% |
| 6M | +11.7% | +10.1% | +1.6% | +6.3% |
| YTD | +32.0% | +19.1% | +12.9% | +20.8% |
| 1Y | +26.3% | +15.9% | +10.4% | +16.9% |
| 3Y | +52.4% | +75.0% | -22.6% | +13.2% |
| All | +52.4% | +73.4% | -21.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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