+54.7%
PSA vs DRI
+70.6%
-15.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +1.5% | +3.1% | -1.6% | +0.7% |
| 30D | +16.7% | +16.2% | +0.4% | +12.6% |
| 3M | +4.0% | +8.4% | -4.3% | +1.8% |
| 6M | +10.9% | +19.0% | -8.1% | +5.8% |
| YTD | +34.2% | +28.8% | +5.4% | +25.5% |
| 1Y | +26.6% | +33.1% | -6.5% | +17.4% |
| 3Y | +54.7% | +70.8% | -16.0% | +29.1% |
| All | +54.7% | +70.6% | -15.9% | +29.1% |
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