+605.1%
PSA vs GNRC
+2,077.0%
-1,471.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -2.0% |
| 7D | -2.2% | +3.2% | -5.4% | -2.7% |
| 30D | -9.6% | -9.5% | 0.0% | -8.4% |
| 3M | -7.9% | -28.5% | +20.6% | -4.2% |
| 6M | -2.0% | -10.0% | +8.0% | -1.9% |
| YTD | +15.7% | +36.7% | -21.0% | +8.5% |
| 1Y | +5.8% | +2.6% | +3.2% | +2.9% |
| 3Y | +21.6% | +61.9% | -40.3% | +8.3% |
| 5Y | +13.1% | -59.0% | +72.2% | +16.8% |
| 10Y | +101.3% | +444.8% | -343.5% | +32.6% |
| All | +605.1% | +2,077.0% | -1,471.8% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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