+2,872.3%
PSA vs GPN
+2,449.8%
+422.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.6% |
| 7D | -2.2% | -6.2% | +4.0% | -0.6% |
| 30D | -9.6% | +1.0% | -10.6% | -9.9% |
| 3M | -7.9% | +36.9% | -44.8% | -15.7% |
| 6M | -2.0% | +16.8% | -18.8% | -7.0% |
| YTD | +15.7% | +13.2% | +2.5% | +9.9% |
| 1Y | +5.8% | +1.4% | +4.3% | +3.2% |
| 3Y | +21.6% | -28.6% | +50.2% | +27.0% |
| 5Y | +13.1% | -47.0% | +60.1% | +24.6% |
| 10Y | +101.3% | +25.2% | +76.1% | +62.1% |
| All | +2,872.3% | +2,449.8% | +422.5% | +1,313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling