+13.1%
PSA vs LEN
-10.6%
+23.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -2.2% | -3.4% | +1.1% | -1.2% |
| 30D | -9.6% | -5.7% | -3.9% | -8.0% |
| 3M | -7.9% | -12.2% | +4.3% | -4.7% |
| 6M | -2.0% | -18.3% | +16.3% | +3.4% |
| YTD | +15.7% | -20.2% | +35.9% | +22.6% |
| 1Y | +5.8% | -40.1% | +45.8% | +21.6% |
| 3Y | +21.6% | -26.2% | +47.8% | +30.0% |
| 5Y | +13.1% | -9.8% | +23.0% | +10.3% |
| All | +13.1% | -10.6% | +23.7% | +10.3% |
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