+15,761.4%
PSA vs ED
+2,474.3%
+13,287.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -2.1% | -0.9% | -1.1% | -1.7% |
| 30D | +16.2% | +11.2% | +5.0% | +10.8% |
| 3M | +4.3% | +11.8% | -7.5% | -0.8% |
| 6M | +9.9% | +14.1% | -4.2% | +3.5% |
| YTD | +33.3% | +23.0% | +10.3% | +21.1% |
| 1Y | +25.8% | +23.7% | +2.2% | +14.0% |
| 3Y | +54.8% | +47.7% | +7.0% | +28.6% |
| 5Y | +27.5% | +82.6% | -55.1% | -3.9% |
| 10Y | +134.5% | +141.8% | -7.2% | +54.0% |
| All | +15,761.4% | +2,474.3% | +13,287.1% | +6,311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling