+28.8%
PSA vs ES
+0.2%
+28.6%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.3% |
| 7D | +3.9% | +1.9% | +2.0% | +3.1% |
| 30D | +19.7% | +7.1% | +12.6% | +16.4% |
| 3M | +4.3% | -1.9% | +6.2% | +4.8% |
| 6M | +11.4% | +4.4% | +7.0% | +9.7% |
| YTD | +33.9% | +7.3% | +26.6% | +31.0% |
| All | +28.8% | +0.2% | +28.6% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling