+13.6%
PSA vs ECL
+29.5%
-15.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.4% | -0.8% | +0.3% | -0.1% |
| 30D | -8.2% | -2.5% | -5.7% | -7.2% |
| 3M | -2.1% | +8.3% | -10.5% | -5.5% |
| 6M | -0.2% | -1.1% | +0.9% | 0.0% |
| YTD | +18.5% | +6.5% | +12.0% | +15.2% |
| 1Y | +6.6% | +2.1% | +4.5% | +5.2% |
| 3Y | +24.5% | +57.6% | -33.2% | +3.4% |
| 5Y | +13.6% | +28.1% | -14.5% | -3.7% |
| All | +13.6% | +29.5% | -15.9% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 5y: compounded portfolio wealth divided by compounded ECL 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…
5y analysis · Full analysis span regression · 6 months rolling