+14,023.4%
PSA vs DD
+961.9%
+13,061.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.7% | -3.5% | -0.2% | -2.7% |
| 30D | -7.7% | -10.3% | +2.6% | -5.0% |
| 3M | -0.6% | -7.5% | +6.9% | +1.3% |
| 6M | -0.9% | -8.0% | +7.1% | +0.8% |
| YTD | +18.7% | +10.5% | +8.2% | +14.6% |
| 1Y | +7.6% | +38.3% | -30.6% | -2.8% |
| 3Y | +23.7% | +42.5% | -18.8% | +8.6% |
| 5Y | +13.7% | +60.2% | -46.5% | -5.2% |
| 10Y | +98.9% | +68.9% | +30.0% | +50.4% |
| All | +14,023.4% | +961.9% | +13,061.5% | +5,875.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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