+13.5%
PSA vs HIG
+118.8%
-105.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -3.6% | -2.3% | -1.4% | -2.9% |
| 30D | -9.4% | -1.2% | -8.2% | -9.0% |
| 3M | -8.2% | +6.3% | -14.5% | -10.3% |
| 6M | -1.8% | +0.6% | -2.4% | -2.3% |
| YTD | +15.7% | +0.6% | +15.1% | +15.1% |
| 1Y | +6.3% | +6.1% | +0.2% | +3.5% |
| 3Y | +21.6% | +102.0% | -80.4% | -6.9% |
| 5Y | +13.5% | +119.2% | -105.7% | -15.4% |
| All | +13.5% | +118.8% | -105.3% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling