+14,023.4%
PSA vs D
+2,347.4%
+11,676.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -3.7% | +0.4% | -4.1% | -3.9% |
| 30D | -7.7% | -3.6% | -4.2% | -6.3% |
| 3M | -0.6% | -1.0% | +0.4% | -0.2% |
| 6M | -0.9% | +6.3% | -7.2% | -3.9% |
| YTD | +18.7% | +14.7% | +3.9% | +11.3% |
| 1Y | +7.6% | +16.9% | -9.3% | -0.2% |
| 3Y | +23.7% | +56.8% | -33.1% | -0.5% |
| 5Y | +13.7% | +5.2% | +8.5% | +8.2% |
| 10Y | +98.9% | +35.9% | +63.0% | +65.3% |
| All | +14,023.4% | +2,347.4% | +11,676.0% | +7,267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling