+187.2%
PSA vs ESI
+224.6%
-37.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.2% | -1.5% |
| 7D | -3.7% | +3.3% | -7.0% | -4.0% |
| 30D | -7.7% | -5.9% | -1.9% | -7.2% |
| 3M | -0.6% | -14.1% | +13.5% | +0.6% |
| 6M | -0.9% | +6.6% | -7.5% | -2.5% |
| YTD | +18.7% | +45.0% | -26.4% | +12.5% |
| 1Y | +7.6% | +41.5% | -33.8% | +2.2% |
| 3Y | +23.7% | +78.8% | -55.1% | +13.5% |
| 5Y | +13.7% | +70.9% | -57.2% | +3.9% |
| 10Y | +98.9% | +317.1% | -218.2% | +66.8% |
| All | +187.2% | +224.6% | -37.4% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling