+52.7%
PSA vs OMC
+28.0%
+24.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +15.6% | +10.6% | +4.9% | +12.8% |
| 3M | +4.1% | +2.6% | +1.5% | +3.2% |
| 6M | +9.2% | +16.6% | -7.4% | +5.0% |
| YTD | +32.3% | +10.9% | +21.4% | +28.5% |
| 1Y | +26.2% | +22.1% | +4.1% | +19.0% |
| All | +52.7% | +28.0% | +24.7% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling