+52.4%
PSA vs EFV
+91.8%
-39.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -1.4% | +2.5% | -4.0% | -3.1% |
| 30D | +15.2% | +2.9% | +12.3% | +12.9% |
| 3M | +2.2% | -1.4% | +3.6% | +3.2% |
| 6M | +11.7% | +5.5% | +6.1% | +7.3% |
| YTD | +32.0% | +16.1% | +15.9% | +18.1% |
| 1Y | +26.3% | +20.3% | +6.0% | +10.1% |
| 3Y | +52.4% | +90.4% | -38.1% | -11.4% |
| All | +52.4% | +91.8% | -39.4% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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