+220.2%
PSA vs ESI
+200.4%
+19.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | -2.1% | +8.3% | -10.4% | -2.9% |
| 30D | +15.6% | -10.4% | +26.0% | +16.7% |
| 3M | +4.1% | -13.2% | +17.2% | +5.3% |
| 6M | +9.2% | -23.9% | +33.1% | +11.5% |
| YTD | +32.3% | +34.2% | -1.9% | +26.1% |
| 1Y | +26.2% | +22.2% | +3.9% | +21.4% |
| 3Y | +53.7% | +79.2% | -25.6% | +40.7% |
| 5Y | +26.6% | +38.1% | -11.6% | +17.5% |
| 10Y | +132.8% | +323.6% | -190.7% | +96.1% |
| All | +220.2% | +200.4% | +19.9% | +185.3% |
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