+3,303.8%
PSA vs FE
+561.4%
+2,742.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -3.7% | +1.9% | -5.6% | -4.4% |
| 30D | -7.7% | -1.2% | -6.6% | -7.3% |
| 3M | -0.6% | +3.5% | -4.1% | -2.0% |
| 6M | -0.9% | -6.1% | +5.1% | +1.4% |
| YTD | +18.7% | +7.6% | +11.0% | +15.1% |
| 1Y | +7.6% | +11.9% | -4.3% | +2.7% |
| 3Y | +23.7% | +48.4% | -24.8% | +5.0% |
| 5Y | +13.7% | +44.8% | -31.1% | -2.8% |
| 10Y | +98.9% | +115.9% | -17.0% | +39.0% |
| All | +3,303.8% | +561.4% | +2,742.4% | +1,844.7% |
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