+25.3%
PSA vs FIVE
+16.7%
+8.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.4% | +2.7% | -4.1% | -1.7% |
| 30D | +15.2% | +12.7% | +2.5% | +13.7% |
| 3M | +2.2% | +2.1% | +0.2% | +1.8% |
| 6M | +11.7% | +17.5% | -5.8% | +9.2% |
| YTD | +32.0% | +31.0% | +1.1% | +27.3% |
| 1Y | +26.3% | +67.7% | -41.5% | +18.5% |
| 3Y | +52.4% | +43.4% | +9.0% | +44.5% |
| All | +25.3% | +16.7% | +8.6% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling