+684.9%
PSA vs DG
+632.1%
+52.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.1% | -3.0% | +0.9% | -1.5% |
| 30D | +16.2% | +8.6% | +7.6% | +14.4% |
| 3M | +4.3% | +15.0% | -10.7% | +1.5% |
| 6M | +9.9% | +32.7% | -22.8% | +4.0% |
| YTD | +33.3% | +5.5% | +27.8% | +31.0% |
| 1Y | +25.8% | +34.6% | -8.8% | +18.1% |
| 3Y | +54.8% | +24.2% | +30.5% | +42.5% |
| 5Y | +27.5% | -32.3% | +59.8% | +31.4% |
| 10Y | +134.5% | +111.1% | +23.4% | +89.5% |
| All | +684.9% | +632.1% | +52.8% | +365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling