+15,761.4%
PSA vs ECL
+14,389.6%
+1,371.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -2.1% | -2.3% | +0.2% | -1.2% |
| 30D | +16.2% | +8.3% | +7.9% | +12.9% |
| 3M | +4.3% | +8.4% | -4.1% | +1.2% |
| 6M | +9.9% | +23.3% | -13.4% | +1.6% |
| YTD | +33.3% | +18.2% | +15.0% | +25.1% |
| 1Y | +25.8% | +18.8% | +7.1% | +17.8% |
| 3Y | +54.8% | +78.5% | -23.7% | +24.2% |
| 5Y | +27.5% | +40.1% | -12.5% | +9.7% |
| 10Y | +134.5% | +196.5% | -62.0% | +47.1% |
| All | +15,761.4% | +14,389.6% | +1,371.8% | +5,312.0% |
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