+54.7%
PSA vs FN
+112.9%
-58.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.9% | -11.7% | +0.2% |
| 7D | +1.5% | +16.3% | -14.8% | +1.5% |
| 30D | +16.7% | -24.7% | +41.4% | +16.9% |
| 3M | +4.0% | -34.9% | +39.0% | +4.3% |
| 6M | +10.9% | -41.1% | +52.0% | +11.4% |
| YTD | +34.2% | -19.6% | +53.8% | +33.9% |
| 1Y | +26.6% | -18.5% | +45.2% | +26.3% |
| 3Y | +54.7% | +119.1% | -64.4% | +29.3% |
| All | +54.7% | +112.9% | -58.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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