+14,023.4%
PSA vs LEN
+10,533.4%
+3,490.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -3.7% | -3.2% | -0.5% | -2.9% |
| 30D | -7.7% | -4.9% | -2.8% | -6.7% |
| 3M | -0.6% | -8.5% | +7.9% | +1.2% |
| 6M | -0.9% | -20.7% | +19.7% | +4.2% |
| YTD | +18.7% | -17.4% | +36.1% | +23.3% |
| 1Y | +7.6% | -38.2% | +45.9% | +19.5% |
| 3Y | +23.7% | -24.9% | +48.5% | +29.5% |
| 5Y | +13.7% | -11.4% | +25.1% | +12.0% |
| 10Y | +98.9% | +110.0% | -11.2% | +47.4% |
| All | +14,023.4% | +10,533.4% | +3,490.0% | +4,987.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling