+6,032.2%
PSA vs EL
+1,800.1%
+4,232.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -2.1% | +2.7% | -4.8% | -2.8% |
| 30D | +15.6% | +10.8% | +4.8% | +12.5% |
| 3M | +4.1% | +26.5% | -22.4% | -2.6% |
| 6M | +9.2% | +31.1% | -21.9% | +0.8% |
| YTD | +32.3% | +6.6% | +25.7% | +26.8% |
| 1Y | +26.2% | +21.8% | +4.3% | +16.6% |
| 3Y | +53.7% | +1.8% | +51.9% | +40.8% |
| 5Y | +26.6% | -65.6% | +92.1% | +50.9% |
| 10Y | +132.8% | +60.3% | +72.5% | +70.3% |
| All | +6,032.2% | +1,800.1% | +4,232.1% | +2,394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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