+53.5%
PSA vs FIVE
+34.8%
+18.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | +19.7% | +17.7% | +2.0% | +18.2% |
| 3M | +4.3% | +4.0% | +0.3% | +3.8% |
| 6M | +11.4% | +2.6% | +8.7% | +10.8% |
| YTD | +33.9% | +27.6% | +6.4% | +31.0% |
| 1Y | +28.3% | +59.9% | -31.7% | +23.3% |
| 3Y | +53.5% | +35.8% | +17.7% | +51.3% |
| All | +53.5% | +34.8% | +18.6% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling