+17.5%
PSA vs FGI
-66.3%
+83.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.8% |
| 7D | -2.1% | +13.5% | -15.6% | -2.2% |
| 30D | +15.6% | +17.1% | -1.5% | +15.4% |
| 3M | +4.1% | +78.0% | -73.9% | +3.3% |
| 6M | +9.2% | +46.4% | -37.2% | +8.4% |
| YTD | +32.3% | +47.7% | -15.4% | +31.2% |
| 1Y | +26.2% | +56.8% | -30.6% | +25.1% |
| 3Y | +53.7% | +12.3% | +41.4% | +52.9% |
| All | +17.5% | -66.3% | +83.8% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling