+25.3%
PSA vs EFX
-30.1%
+55.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -1.4% | -0.8% | -0.7% | -1.2% |
| 30D | +15.2% | +25.1% | -9.9% | +7.2% |
| 3M | +2.2% | +1.7% | +0.6% | +1.2% |
| 6M | +11.7% | +18.4% | -6.7% | +4.7% |
| YTD | +32.0% | -12.5% | +44.5% | +35.2% |
| 1Y | +26.3% | -8.1% | +34.4% | +27.0% |
| 3Y | +52.4% | +4.8% | +47.6% | +42.2% |
| All | +25.3% | -30.1% | +55.4% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling