+30.4%
PSA vs M
-11.5%
+41.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.4% |
| 7D | +3.9% | -4.3% | +8.2% | +4.3% |
| 30D | +19.7% | +1.3% | +18.4% | +19.5% |
| 3M | +4.3% | -7.4% | +11.6% | +4.9% |
| 6M | +11.4% | +18.3% | -7.0% | +9.0% |
| YTD | +33.9% | +7.6% | +26.4% | +32.1% |
| 1Y | +28.3% | +17.4% | +10.9% | +25.2% |
| 3Y | +53.5% | +108.4% | -54.9% | +38.1% |
| All | +30.4% | -11.5% | +41.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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