+14,023.4%
PSA vs EFX
+6,408.3%
+7,615.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | +0.6% |
| 7D | -3.7% | -8.6% | +5.0% | -1.2% |
| 30D | -7.7% | +0.1% | -7.8% | -7.9% |
| 3M | -0.6% | +3.8% | -4.4% | -2.1% |
| 6M | -0.9% | -13.5% | +12.6% | +2.2% |
| YTD | +18.7% | -17.7% | +36.3% | +23.3% |
| 1Y | +7.6% | -25.6% | +33.2% | +14.8% |
| 3Y | +23.7% | -12.1% | +35.7% | +23.8% |
| 5Y | +13.7% | -33.8% | +47.5% | +20.5% |
| 10Y | +98.9% | +45.1% | +53.7% | +62.3% |
| All | +14,023.4% | +6,408.3% | +7,615.2% | +6,149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling