+26.3%
PSA vs FGI
+17.8%
+8.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -25.2% | +25.0% | +0.1% |
| 7D | -1.4% | -14.4% | +13.0% | -1.3% |
| 30D | +15.2% | -11.8% | +26.9% | +15.2% |
| 3M | +2.2% | -46.2% | +48.5% | +2.8% |
| 6M | +11.7% | +5.2% | +6.5% | +10.6% |
| YTD | +32.0% | +10.5% | +21.5% | +30.3% |
| 1Y | +26.3% | +25.5% | +0.8% | +24.6% |
| All | +26.3% | +17.8% | +8.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling