+24.5%
PSA vs DRI
+56.7%
-32.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | -0.4% | -1.2% | +0.8% | -0.1% |
| 30D | -8.2% | -0.4% | -7.8% | -8.2% |
| 3M | -2.1% | +9.5% | -11.7% | -4.6% |
| 6M | -0.2% | +6.5% | -6.7% | -2.2% |
| YTD | +18.5% | +18.4% | +0.1% | +13.1% |
| 1Y | +6.6% | +4.2% | +2.4% | +4.4% |
| 3Y | +24.5% | +57.1% | -32.6% | +10.1% |
| All | +24.5% | +56.7% | -32.2% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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