+25.3%
PSA vs LEN
-13.2%
+38.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -1.4% | -5.8% | +4.3% | +0.3% |
| 30D | +15.2% | +13.7% | +1.5% | +10.5% |
| 3M | +2.2% | -3.9% | +6.1% | +2.8% |
| 6M | +11.7% | -0.4% | +12.0% | +10.5% |
| YTD | +32.0% | -16.8% | +48.9% | +37.4% |
| 1Y | +26.3% | -29.5% | +55.8% | +37.9% |
| 3Y | +52.4% | -25.6% | +78.0% | +61.6% |
| All | +25.3% | -13.2% | +38.5% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling