+6.6%
PSA vs ES
+17.8%
-11.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.3% |
| 7D | -0.4% | +1.4% | -1.8% | -0.9% |
| 30D | -8.2% | -1.2% | -7.0% | -7.8% |
| 3M | -2.1% | +5.0% | -7.1% | -3.4% |
| 6M | -0.2% | -2.8% | +2.6% | -0.2% |
| YTD | +18.5% | +8.6% | +9.9% | +16.1% |
| 1Y | +6.6% | +18.9% | -12.4% | +4.3% |
| All | +6.6% | +17.8% | -11.2% | +4.3% |
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