+902.6%
PSA vs EFV
+256.4%
+646.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | -0.4% | +1.0% | -1.4% | -1.1% |
| 30D | -8.2% | +0.2% | -8.3% | -8.3% |
| 3M | -2.1% | +9.6% | -11.8% | -8.9% |
| 6M | -0.2% | +14.0% | -14.2% | -9.9% |
| YTD | +18.5% | +18.5% | 0.0% | +3.9% |
| 1Y | +6.6% | +27.9% | -21.3% | -11.8% |
| 3Y | +24.5% | +92.4% | -68.0% | -24.7% |
| 5Y | +13.6% | +97.2% | -83.6% | -33.6% |
| 10Y | +102.0% | +163.0% | -61.1% | -12.5% |
| All | +902.6% | +256.4% | +646.3% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling