+29.3%
PSA vs DG
+45.3%
-15.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.5% | -5.7% | +1.2% |
| 7D | +10.5% | +12.3% | -1.7% | +8.2% |
| 30D | +21.7% | +19.3% | +2.4% | +17.9% |
| 3M | +6.1% | +11.9% | -5.8% | +3.7% |
| 6M | +18.3% | +25.0% | -6.6% | +13.1% |
| YTD | +36.1% | +8.7% | +27.3% | +32.7% |
| 1Y | +29.3% | +44.7% | -15.4% | +18.6% |
| All | +29.3% | +45.3% | -15.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling