+24.5%
PSA vs FDS
-30.4%
+54.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.5% |
| 7D | -0.4% | -5.4% | +5.0% | +0.4% |
| 30D | -8.2% | +1.6% | -9.7% | -8.5% |
| 3M | -2.1% | +17.7% | -19.9% | -4.8% |
| 6M | -0.2% | +29.1% | -29.3% | -5.1% |
| YTD | +18.5% | +1.0% | +17.5% | +20.3% |
| 1Y | +6.6% | -21.6% | +28.2% | +17.3% |
| 3Y | +24.5% | -30.1% | +54.6% | +39.4% |
| All | +24.5% | -30.4% | +54.9% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling