+9.9%
PSA vs FLNC
-71.1%
+81.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.2% |
| 7D | -3.6% | -5.0% | +1.4% | -3.5% |
| 30D | -9.4% | -26.1% | +16.7% | -8.4% |
| 3M | -8.2% | -55.2% | +47.0% | -5.6% |
| 6M | -1.8% | -42.6% | +40.8% | -1.6% |
| YTD | +15.7% | -51.0% | +66.8% | +16.2% |
| 1Y | +6.3% | +43.3% | -37.1% | -1.2% |
| 3Y | +21.6% | -63.4% | +85.0% | +17.1% |
| All | +9.9% | -71.1% | +81.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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