+15,613.1%
PSA vs LEN
+10,606.4%
+5,006.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -1.4% | -5.8% | +4.3% | -0.1% |
| 30D | +15.2% | +13.7% | +1.5% | +11.5% |
| 3M | +2.2% | -3.9% | +6.1% | +2.7% |
| 6M | +11.7% | -0.4% | +12.0% | +10.9% |
| YTD | +32.0% | -16.8% | +48.9% | +36.4% |
| 1Y | +26.3% | -29.5% | +55.8% | +35.5% |
| 3Y | +52.4% | -25.6% | +78.0% | +59.3% |
| 5Y | +26.3% | -13.2% | +39.5% | +24.6% |
| 10Y | +132.3% | +138.5% | -6.1% | +66.3% |
| All | +15,613.1% | +10,606.4% | +5,006.7% | +5,526.4% |
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