+13.6%
PSA vs ED
+71.7%
-58.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | -8.2% | +1.1% | -9.3% | -8.7% |
| 3M | -2.1% | +4.6% | -6.8% | -4.5% |
| 6M | -0.2% | -2.0% | +1.8% | +0.7% |
| YTD | +18.5% | +11.7% | +6.8% | +11.2% |
| 1Y | +6.6% | +15.7% | -9.2% | -2.2% |
| 3Y | +24.5% | +34.4% | -9.9% | +3.3% |
| 5Y | +13.6% | +67.3% | -53.7% | -13.4% |
| All | +13.6% | +71.7% | -58.1% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling