+24.9%
PSA vs GPC
+0.9%
+24.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -3.7% | +1.2% | -4.9% | -4.0% |
| 30D | -7.7% | +6.0% | -13.7% | -9.3% |
| 3M | -0.6% | +42.6% | -43.2% | -10.5% |
| 6M | -0.9% | +22.8% | -23.7% | -7.2% |
| YTD | +18.7% | +15.5% | +3.2% | +11.9% |
| 1Y | +7.6% | +2.0% | +5.6% | +5.0% |
| All | +24.9% | +0.9% | +24.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling