+24.5%
PSA vs ESI
+82.9%
-58.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.4% | +5.4% | -5.8% | -1.2% |
| 30D | -8.2% | -4.2% | -4.0% | -7.6% |
| 3M | -2.1% | -9.6% | +7.5% | -1.5% |
| 6M | -0.2% | +18.3% | -18.5% | -6.0% |
| YTD | +18.5% | +45.8% | -27.3% | +5.9% |
| 1Y | +6.6% | +39.2% | -32.6% | -4.1% |
| 3Y | +24.5% | +86.3% | -61.8% | -4.9% |
| All | +24.5% | +82.9% | -58.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling