+20.3%
PSA vs EFX
-12.7%
+32.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.3% | -1.7% |
| 7D | -2.2% | -9.4% | +7.1% | +0.5% |
| 30D | -9.6% | -6.9% | -2.7% | -7.8% |
| 3M | -7.9% | +0.1% | -8.0% | -8.4% |
| 6M | -2.0% | -17.3% | +15.3% | +2.9% |
| YTD | +15.7% | -21.8% | +37.6% | +23.1% |
| 1Y | +5.8% | -32.5% | +38.3% | +18.0% |
| All | +20.3% | -12.7% | +32.9% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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