+5.4%
PSA vs FGI
-70.4%
+75.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.8% | -1.3% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | -7.7% | +65.4% | -73.1% | -8.3% |
| 3M | -0.6% | +23.5% | -24.1% | -1.2% |
| 6M | -0.9% | +60.5% | -61.4% | -1.6% |
| YTD | +18.7% | +30.0% | -11.3% | +17.8% |
| 1Y | +7.6% | +82.1% | -74.4% | +6.7% |
| 3Y | +23.7% | -4.4% | +28.0% | +23.2% |
| All | +5.4% | -70.4% | +75.8% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling