+598.9%
PSA vs DG
+606.1%
-7.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -3.7% | +8.4% | -12.1% | -5.1% |
| 30D | -7.7% | +4.9% | -12.7% | -8.6% |
| 3M | -0.6% | +29.3% | -29.9% | -5.2% |
| 6M | -0.9% | -11.3% | +10.3% | +0.7% |
| YTD | +18.7% | +1.8% | +16.9% | +17.6% |
| 1Y | +7.6% | +25.3% | -17.7% | +2.4% |
| 3Y | +23.7% | +9.1% | +14.6% | +16.8% |
| 5Y | +13.7% | -34.9% | +48.5% | +18.1% |
| 10Y | +98.9% | +108.2% | -9.3% | +61.2% |
| All | +598.9% | +606.1% | -7.2% | +317.6% |
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 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