+3,291.5%
PSA vs FFIV
+5,965.2%
-2,673.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +3.9% | -8.1% | +12.0% | +4.7% |
| 30D | +19.7% | -33.4% | +53.1% | +23.7% |
| 3M | +4.3% | -24.7% | +29.0% | +6.5% |
| 6M | +11.4% | -8.8% | +20.2% | +11.6% |
| YTD | +33.9% | +21.8% | +12.2% | +30.4% |
| 1Y | +28.3% | +25.3% | +3.0% | +24.5% |
| 3Y | +53.5% | +101.2% | -47.7% | +41.7% |
| 5Y | +30.6% | +40.2% | -9.6% | +24.0% |
| 10Y | +145.8% | +129.0% | +16.7% | +120.4% |
| All | +3,291.5% | +5,965.2% | -2,673.6% | +2,376.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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