+21.1%
PSA vs DGX
+96.4%
-75.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | 0.0% |
| 7D | -1.8% | -0.9% | -0.9% | -1.5% |
| 30D | -8.4% | -1.2% | -7.2% | -8.0% |
| 3M | -7.8% | +15.8% | -23.6% | -13.1% |
| 6M | +0.8% | +18.2% | -17.4% | -5.9% |
| YTD | +16.5% | +37.2% | -20.7% | +2.1% |
| 1Y | +4.7% | +30.4% | -25.6% | -6.5% |
| 3Y | +21.1% | +96.7% | -75.7% | -5.3% |
| All | +21.1% | +96.4% | -75.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling