+5,601.2%
PSA vs HIG
+995.0%
+4,606.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.4% | +2.6% | -4.0% | -2.0% |
| 30D | +15.2% | +4.2% | +11.0% | +14.2% |
| 3M | +2.2% | +0.2% | +2.0% | +2.1% |
| 6M | +11.7% | +4.6% | +7.1% | +10.5% |
| YTD | +32.0% | +1.1% | +30.9% | +31.5% |
| 1Y | +26.3% | +4.7% | +21.6% | +24.9% |
| 3Y | +52.4% | +95.5% | -43.1% | +32.4% |
| 5Y | +26.3% | +111.7% | -85.4% | +7.4% |
| 10Y | +132.3% | +263.4% | -131.1% | +69.6% |
| All | +5,601.2% | +995.0% | +4,606.3% | +2,784.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling