+3,429.9%
PSA vs DGX
+8,794.8%
-5,364.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.2% | -2.2% | 0.0% | -1.7% |
| 30D | -9.6% | -0.9% | -8.6% | -9.4% |
| 3M | -7.9% | +15.6% | -23.5% | -11.0% |
| 6M | -2.0% | +17.8% | -19.8% | -5.8% |
| YTD | +15.7% | +37.5% | -21.7% | +7.3% |
| 1Y | +5.8% | +31.2% | -25.4% | -0.9% |
| 3Y | +21.6% | +96.6% | -75.0% | +3.7% |
| 5Y | +13.1% | +64.9% | -51.8% | -0.3% |
| 10Y | +101.3% | +254.6% | -153.3% | +47.4% |
| All | +3,429.9% | +8,794.8% | -5,364.9% | +1,570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling