+6,144.4%
PSA vs DRI
+7,577.6%
-1,433.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.7% | +0.6% | -4.2% | -3.8% |
| 30D | -7.7% | +3.8% | -11.6% | -8.7% |
| 3M | -0.6% | +13.0% | -13.6% | -3.8% |
| 6M | -0.9% | +8.3% | -9.2% | -3.2% |
| YTD | +18.7% | +20.6% | -2.0% | +12.7% |
| 1Y | +7.6% | +6.5% | +1.2% | +5.3% |
| 3Y | +23.7% | +53.7% | -30.1% | +9.0% |
| 5Y | +13.7% | +72.7% | -59.0% | -4.3% |
| 10Y | +98.9% | +363.2% | -264.3% | +14.4% |
| All | +6,144.4% | +7,577.6% | -1,433.3% | +2,095.7% |
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