+25.8%
PSA vs FGI
+50.2%
-24.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -5.9% | -0.1% |
| 7D | -2.1% | +6.9% | -8.9% | -2.1% |
| 30D | +16.2% | +3.9% | +12.3% | +16.1% |
| 3M | +4.3% | +74.3% | -70.0% | +2.9% |
| 6M | +9.9% | +28.9% | -19.1% | +8.6% |
| YTD | +33.3% | +39.1% | -5.9% | +31.2% |
| 1Y | +25.8% | +49.3% | -23.5% | +22.8% |
| All | +25.8% | +50.2% | -24.3% | +22.8% |
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