+54.7%
PSA vs ED
+47.4%
+7.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +1.5% | -0.1% | +1.5% | +1.5% |
| 30D | +16.7% | +11.6% | +5.1% | +10.3% |
| 3M | +4.0% | +10.5% | -6.5% | -1.2% |
| 6M | +10.9% | +13.2% | -2.4% | +4.1% |
| YTD | +34.2% | +22.1% | +12.1% | +21.0% |
| 1Y | +26.6% | +24.2% | +2.5% | +13.0% |
| 3Y | +54.7% | +46.9% | +7.8% | +18.8% |
| All | +54.7% | +47.4% | +7.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling