+26.3%
PSA vs OMC
+24.0%
+2.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -1.4% | +1.9% | -3.3% | -1.8% |
| 30D | +15.2% | +12.2% | +3.0% | +13.0% |
| 3M | +2.2% | +0.6% | +1.6% | +1.7% |
| 6M | +11.7% | +21.0% | -9.3% | +9.0% |
| YTD | +32.0% | +12.4% | +19.7% | +30.1% |
| 1Y | +26.3% | +25.4% | +0.9% | +23.3% |
| All | +26.3% | +24.0% | +2.3% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling