+3,742.4%
PSA vs FE
+556.6%
+3,185.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +3.9% | -1.0% | +4.9% | +4.3% |
| 30D | +19.7% | +4.1% | +15.5% | +17.8% |
| 3M | +4.3% | -1.0% | +5.3% | +4.7% |
| 6M | +11.4% | +4.0% | +7.4% | +9.6% |
| YTD | +33.9% | +6.8% | +27.1% | +30.3% |
| 1Y | +28.3% | +5.3% | +23.0% | +25.4% |
| 3Y | +53.5% | +44.6% | +8.9% | +31.9% |
| 5Y | +30.6% | +44.2% | -13.6% | +12.0% |
| 10Y | +145.8% | +107.3% | +38.5% | +74.6% |
| All | +3,742.4% | +556.6% | +3,185.7% | +2,102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling