+250.5%
PSA vs FIVE
+868.1%
-617.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.8% |
| 7D | -3.7% | +4.3% | -7.9% | -4.1% |
| 30D | -7.7% | +12.5% | -20.2% | -9.0% |
| 3M | -0.6% | +31.2% | -31.8% | -3.6% |
| 6M | -0.9% | +14.4% | -15.3% | -2.8% |
| YTD | +18.7% | +33.9% | -15.2% | +14.3% |
| 1Y | +7.6% | +65.1% | -57.4% | +1.2% |
| 3Y | +23.7% | +49.0% | -25.3% | +14.4% |
| 5Y | +13.7% | +30.3% | -16.6% | +4.8% |
| 10Y | +98.9% | +481.1% | -382.3% | +51.0% |
| All | +250.5% | +868.1% | -617.6% | +155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling