+3,276.2%
PSA vs FFIV
+6,091.4%
-2,815.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +0.8% | -4.2% | +4.9% | +1.1% |
| 30D | +15.9% | -33.9% | +49.8% | +19.9% |
| 3M | +4.2% | -22.6% | +26.8% | +6.2% |
| 6M | +10.1% | -10.4% | +20.5% | +10.5% |
| YTD | +33.3% | +24.3% | +9.0% | +29.6% |
| 1Y | +28.2% | +31.8% | -3.5% | +23.9% |
| 3Y | +54.9% | +99.5% | -44.6% | +43.1% |
| 5Y | +28.3% | +40.7% | -12.4% | +21.8% |
| 10Y | +134.1% | +126.9% | +7.2% | +110.0% |
| All | +3,276.2% | +6,091.4% | -2,815.2% | +2,361.1% |
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