+26.6%
PSA vs GAP
+3.6%
+23.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -2.1% | -5.2% | +3.1% | -1.6% |
| 30D | +15.6% | -6.9% | +22.5% | +16.3% |
| 3M | +4.1% | +5.7% | -1.6% | +3.3% |
| 6M | +9.2% | +0.9% | +8.3% | +8.6% |
| YTD | +32.3% | -14.5% | +46.8% | +33.2% |
| 1Y | +26.2% | -12.1% | +38.3% | +26.6% |
| 3Y | +53.7% | +72.2% | -18.5% | +40.6% |
| 5Y | +26.6% | +4.5% | +22.0% | +11.5% |
| All | +26.6% | +3.6% | +23.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling