+25.3%
PSA vs ES
+6.6%
+18.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -1.4% | +2.7% | -4.1% | -2.7% |
| 30D | +15.2% | +7.6% | +7.6% | +11.1% |
| 3M | +2.2% | +0.5% | +1.7% | +1.8% |
| 6M | +11.7% | +7.6% | +4.1% | +7.6% |
| YTD | +32.0% | +10.2% | +21.8% | +25.5% |
| 1Y | +26.3% | +1.8% | +24.4% | +23.9% |
| 3Y | +52.4% | +55.4% | -3.0% | +17.7% |
| All | +25.3% | +6.6% | +18.8% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling