+13.1%
PSA vs EFX
-36.4%
+49.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.3% | -1.7% |
| 7D | -2.2% | -9.4% | +7.1% | +0.7% |
| 30D | -9.6% | -6.9% | -2.7% | -7.7% |
| 3M | -7.9% | +0.1% | -8.0% | -8.4% |
| 6M | -2.0% | -17.3% | +15.3% | +3.0% |
| YTD | +15.7% | -21.8% | +37.6% | +23.0% |
| 1Y | +5.8% | -32.5% | +38.3% | +17.8% |
| 3Y | +21.6% | -12.3% | +33.9% | +20.8% |
| 5Y | +13.1% | -36.6% | +49.7% | +16.4% |
| All | +13.1% | -36.4% | +49.6% | +16.4% |
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