+25.8%
PSA vs DOC
+20.8%
+5.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | -3.7% | -1.5% | -2.2% | -3.0% |
| 30D | -7.7% | -4.8% | -3.0% | -5.7% |
| 3M | -0.6% | +6.9% | -7.5% | -3.8% |
| 6M | -0.9% | +20.7% | -21.7% | -9.9% |
| YTD | +18.7% | +34.1% | -15.5% | +1.7% |
| 1Y | +7.6% | +22.6% | -15.0% | -3.6% |
| All | +25.8% | +20.8% | +5.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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