+133.5%
PSA vs GDDY
+390.3%
-256.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.4% |
| 7D | -1.8% | -3.2% | +1.4% | -1.5% |
| 30D | -8.4% | +6.8% | -15.2% | -9.3% |
| 3M | -7.8% | +30.5% | -38.3% | -11.7% |
| 6M | +0.8% | +13.3% | -12.5% | -2.0% |
| YTD | +16.5% | -21.0% | +37.5% | +18.9% |
| 1Y | +4.7% | -34.0% | +38.7% | +9.7% |
| 3Y | +21.1% | +33.1% | -12.0% | +13.1% |
| 5Y | +14.2% | +30.3% | -16.1% | +6.3% |
| 10Y | +102.6% | +205.5% | -103.0% | +71.8% |
| All | +133.5% | +390.3% | -256.9% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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