+566.4%
PSA vs FN
+2,575.5%
-2,009.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.2% | +13.6% | +0.3% |
| 7D | +7.4% | -16.0% | +23.4% | +8.5% |
| 30D | +19.1% | -40.1% | +59.2% | +23.1% |
| 3M | +5.1% | -43.9% | +49.0% | +8.7% |
| 6M | +16.2% | -55.6% | +71.8% | +21.5% |
| YTD | +35.2% | -35.7% | +70.8% | +35.8% |
| 1Y | +27.1% | -39.8% | +67.0% | +28.1% |
| 3Y | +51.7% | +80.3% | -28.5% | +33.5% |
| 5Y | +31.8% | +143.3% | -111.5% | +10.8% |
| 10Y | +148.0% | +682.3% | -534.3% | +81.1% |
| All | +566.4% | +2,575.5% | -2,009.1% | +323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling