+4.7%
PSA vs LEN
-41.0%
+45.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | 0.0% |
| 7D | -1.8% | -4.8% | +2.9% | -0.4% |
| 30D | -8.4% | -6.6% | -1.8% | -6.5% |
| 3M | -7.8% | -15.7% | +7.8% | -3.3% |
| 6M | +0.8% | -16.6% | +17.4% | +5.4% |
| YTD | +16.5% | -21.3% | +37.8% | +23.7% |
| 1Y | +4.7% | -42.0% | +46.7% | +19.6% |
| All | +4.7% | -41.0% | +45.7% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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