+14,023.4%
PSA vs ECL
+13,009.7%
+1,013.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -3.7% | -2.6% | -1.1% | -2.7% |
| 30D | -7.7% | -2.2% | -5.6% | -7.0% |
| 3M | -0.6% | +10.1% | -10.7% | -4.2% |
| 6M | -0.9% | -5.7% | +4.8% | +1.1% |
| YTD | +18.7% | +7.0% | +11.7% | +15.6% |
| 1Y | +7.6% | +2.7% | +5.0% | +6.3% |
| 3Y | +23.7% | +57.7% | -34.1% | +3.9% |
| 5Y | +13.7% | +31.1% | -17.5% | +0.1% |
| 10Y | +98.9% | +150.9% | -52.0% | +32.7% |
| All | +14,023.4% | +13,009.7% | +1,013.8% | +4,902.6% |
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