+14.9%
PSA vs GPN
-44.7%
+59.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.8% | -4.6% | +2.8% | -1.0% |
| 30D | -8.4% | -0.3% | -8.1% | -8.4% |
| 3M | -7.8% | +35.4% | -43.3% | -13.2% |
| 6M | +0.8% | +21.7% | -20.9% | -3.6% |
| YTD | +16.5% | +14.9% | +1.6% | +12.2% |
| 1Y | +4.7% | +3.2% | +1.5% | +3.0% |
| 3Y | +21.1% | -27.1% | +48.2% | +25.9% |
| All | +14.9% | -44.7% | +59.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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