+53.5%
PSA vs D
+79.5%
-26.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | +3.9% | +3.0% | +0.9% | +2.4% |
| 30D | +19.7% | +11.5% | +8.2% | +13.5% |
| 3M | +4.3% | +3.7% | +0.5% | +2.3% |
| 6M | +11.4% | +13.5% | -2.2% | +4.4% |
| YTD | +33.9% | +20.7% | +13.2% | +21.7% |
| 1Y | +28.3% | +18.2% | +10.0% | +17.6% |
| 3Y | +53.5% | +73.3% | -19.8% | +14.9% |
| All | +53.5% | +79.5% | -26.1% | +14.9% |
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