+106.2%
PSA vs FND
+66.0%
+40.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -3.7% | -5.2% | +1.6% | -2.8% |
| 30D | -7.7% | -19.9% | +12.1% | -4.4% |
| 3M | -0.6% | +2.7% | -3.3% | -1.6% |
| 6M | -0.9% | -21.7% | +20.8% | +2.3% |
| YTD | +18.7% | -17.5% | +36.2% | +21.3% |
| 1Y | +7.6% | -39.3% | +46.9% | +15.2% |
| 3Y | +23.7% | -49.8% | +73.4% | +34.0% |
| 5Y | +13.7% | -60.1% | +73.7% | +22.9% |
| All | +106.2% | +66.0% | +40.1% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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