+13.5%
PSA vs GH
+21.3%
-7.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -3.6% | -1.2% | -2.4% | -3.5% |
| 30D | -9.4% | -3.7% | -5.7% | -9.2% |
| 3M | -8.2% | +21.7% | -29.9% | -10.1% |
| 6M | -1.8% | +75.7% | -77.6% | -7.3% |
| YTD | +15.7% | +55.7% | -40.0% | +10.2% |
| 1Y | +6.3% | +181.1% | -174.8% | -4.7% |
| 3Y | +21.6% | +371.6% | -350.1% | -0.5% |
| 5Y | +13.5% | +23.2% | -9.7% | -4.9% |
| All | +13.5% | +21.3% | -7.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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