+15,875.7%
PSA vs ECL
+14,336.9%
+1,538.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +16.7% | +8.8% | +7.8% | +13.1% |
| 3M | +4.0% | +7.8% | -3.8% | +1.1% |
| 6M | +10.9% | +21.3% | -10.5% | +3.1% |
| YTD | +34.2% | +17.8% | +16.4% | +26.1% |
| 1Y | +26.6% | +21.1% | +5.6% | +17.8% |
| 3Y | +54.7% | +80.1% | -25.3% | +23.8% |
| 5Y | +30.0% | +40.5% | -10.4% | +11.7% |
| 10Y | +132.7% | +197.7% | -65.1% | +45.7% |
| All | +15,875.7% | +14,336.9% | +1,538.8% | +5,358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling