+7,339.8%
PSA vs IT
+6,105.9%
+1,233.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.4% |
| 7D | -3.7% | -6.0% | +2.4% | -2.7% |
| 30D | -7.7% | 0.0% | -7.7% | -7.9% |
| 3M | -0.6% | +13.1% | -13.7% | -3.5% |
| 6M | -0.9% | +11.7% | -12.6% | -4.2% |
| YTD | +18.7% | -26.1% | +44.8% | +22.1% |
| 1Y | +7.6% | -21.3% | +28.9% | +9.2% |
| 3Y | +23.7% | -46.7% | +70.4% | +32.0% |
| 5Y | +13.7% | -40.5% | +54.2% | +18.1% |
| 10Y | +98.9% | +103.9% | -5.0% | +62.9% |
| All | +7,339.8% | +6,105.9% | +1,233.9% | +3,774.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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