+26.6%
PSA vs FDS
+25.3%
+1.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.1% | -2.6% | +0.5% | -1.9% |
| 30D | +15.6% | +14.1% | +1.5% | +14.6% |
| 3M | +4.1% | +19.8% | -15.7% | +2.9% |
| 6M | +9.2% | +55.0% | -45.8% | +7.7% |
| YTD | +32.3% | +15.9% | +16.4% | +34.2% |
| All | +26.6% | +25.3% | +1.3% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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