+11.4%
PSA vs FE
+3.5%
+7.9%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | 0.0% |
| 7D | +3.9% | -1.0% | +4.9% | +4.6% |
| 30D | +19.7% | +4.1% | +15.5% | +16.8% |
| 3M | +4.3% | -1.0% | +5.3% | +4.7% |
| 6M | +11.4% | +4.0% | +7.4% | +8.5% |
| All | +11.4% | +3.5% | +7.9% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 6mo: compounded portfolio wealth divided by compounded FE 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…
6mo analysis · Full analysis span regression · 6 months rolling