+3,466.0%
PSA vs FLR
+603.8%
+2,862.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | -3.7% | +5.4% | -9.1% | -4.5% |
| 30D | -7.7% | +11.4% | -19.1% | -9.8% |
| 3M | -0.6% | +11.4% | -12.0% | -3.3% |
| 6M | -0.9% | +16.6% | -17.5% | -4.9% |
| YTD | +18.7% | +41.7% | -23.1% | +9.9% |
| 1Y | +7.6% | +35.4% | -27.8% | 0.0% |
| 3Y | +23.7% | +57.3% | -33.7% | +7.3% |
| 5Y | +13.7% | +241.0% | -227.3% | -17.1% |
| 10Y | +98.9% | +16.6% | +82.2% | +53.2% |
| All | +3,466.0% | +603.8% | +2,862.2% | +2,064.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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