+14.9%
PSA vs OMC
+30.5%
-15.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -1.8% | -4.4% | +2.5% | -0.8% |
| 30D | -8.4% | -7.6% | -0.8% | -6.7% |
| 3M | -7.8% | +4.5% | -12.4% | -9.0% |
| 6M | +0.8% | -0.3% | +1.1% | +0.5% |
| YTD | +16.5% | -0.1% | +16.6% | +15.6% |
| 1Y | +4.7% | +4.6% | +0.1% | +2.4% |
| 3Y | +21.1% | +10.5% | +10.6% | +14.7% |
| All | +14.9% | +30.5% | -15.6% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling