+13,442.0%
PSA vs M
+396.5%
+13,045.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.7% |
| 7D | -3.7% | +4.7% | -8.4% | -4.5% |
| 30D | -7.7% | -9.6% | +1.9% | -6.1% |
| 3M | -0.6% | +0.9% | -1.5% | -1.2% |
| 6M | -0.9% | +22.3% | -23.2% | -5.0% |
| YTD | +18.7% | +6.5% | +12.1% | +16.2% |
| 1Y | +7.6% | +38.8% | -31.1% | +0.1% |
| 3Y | +23.7% | +115.9% | -92.2% | +1.3% |
| 5Y | +13.7% | +28.6% | -15.0% | -4.4% |
| 10Y | +98.9% | -2.5% | +101.4% | +47.9% |
| All | +13,442.0% | +396.5% | +13,045.5% | +6,574.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling