+29.3%
PSA vs HIG
+12.7%
+16.6%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.0% |
| 7D | +10.5% | +6.2% | +4.3% | +8.3% |
| 30D | +21.7% | +9.4% | +12.3% | +18.2% |
| 3M | +6.1% | -2.3% | +8.4% | +6.7% |
| 6M | +18.3% | +4.2% | +14.2% | +16.5% |
| YTD | +36.1% | +1.6% | +34.5% | +35.4% |
| 1Y | +29.3% | +9.9% | +19.4% | +25.5% |
| All | +29.3% | +12.7% | +16.6% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling