+2,904.4%
PSA vs FFIV
+7,518.9%
-4,614.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -3.7% | -1.0% | -2.7% | -3.6% |
| 30D | -7.7% | -5.1% | -2.7% | -7.4% |
| 3M | -0.6% | -4.5% | +3.8% | -0.4% |
| 6M | -0.9% | +36.5% | -37.4% | -4.0% |
| YTD | +18.7% | +53.0% | -34.3% | +13.6% |
| 1Y | +7.6% | +24.2% | -16.6% | +4.8% |
| 3Y | +23.7% | +137.2% | -113.6% | +12.9% |
| 5Y | +13.7% | +91.8% | -78.1% | +5.3% |
| 10Y | +98.9% | +215.2% | -116.3% | +73.9% |
| All | +2,904.4% | +7,518.9% | -4,614.5% | +2,057.7% |
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