+3,742.4%
PSA vs FE
+563.2%
+3,179.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | +19.7% | +5.2% | +14.5% | +17.4% |
| 3M | +4.3% | 0.0% | +4.3% | +4.3% |
| 6M | +11.4% | +5.0% | +6.3% | +9.2% |
| YTD | +33.9% | +7.9% | +26.1% | +29.8% |
| 1Y | +28.3% | +6.3% | +21.9% | +25.0% |
| 3Y | +53.5% | +46.0% | +7.5% | +31.3% |
| 5Y | +30.6% | +45.6% | -15.0% | +11.5% |
| 10Y | +145.8% | +109.3% | +36.4% | +73.9% |
| All | +3,742.4% | +563.2% | +3,179.2% | +2,093.5% |
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 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