+13.6%
PSA vs FDS
-20.4%
+34.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +1.0% |
| 7D | -0.4% | -5.4% | +5.0% | +1.0% |
| 30D | -8.2% | +1.6% | -9.7% | -8.7% |
| 3M | -2.1% | +17.7% | -19.9% | -6.7% |
| 6M | -0.2% | +29.1% | -29.3% | -8.5% |
| YTD | +18.5% | +1.0% | +17.5% | +18.3% |
| 1Y | +6.6% | -21.6% | +28.2% | +17.5% |
| 3Y | +24.5% | -30.1% | +54.6% | +41.4% |
| 5Y | +13.6% | -20.7% | +34.3% | +19.6% |
| All | +13.6% | -20.4% | +34.0% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling