+6,912.8%
PSA vs DRI
+8,070.6%
-1,157.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.1% | -0.7% | -1.3% | -1.9% |
| 30D | +16.2% | +14.7% | +1.5% | +12.3% |
| 3M | +4.3% | +5.4% | -1.1% | +2.7% |
| 6M | +9.9% | +18.8% | -9.0% | +4.8% |
| YTD | +33.3% | +28.4% | +4.9% | +24.4% |
| 1Y | +25.8% | +37.7% | -11.8% | +15.3% |
| 3Y | +54.8% | +68.0% | -13.2% | +33.2% |
| 5Y | +27.5% | +78.8% | -51.3% | +6.6% |
| 10Y | +134.5% | +334.2% | -199.6% | +37.7% |
| All | +6,912.8% | +8,070.6% | -1,157.8% | +2,323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling