+15,613.1%
PSA vs OMC
+6,469.3%
+9,143.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -1.4% | +1.9% | -3.3% | -2.0% |
| 30D | +15.2% | +12.2% | +3.0% | +11.6% |
| 3M | +2.2% | +0.6% | +1.6% | +1.9% |
| 6M | +11.7% | +21.0% | -9.3% | +5.5% |
| YTD | +32.0% | +12.4% | +19.7% | +26.1% |
| 1Y | +26.3% | +25.4% | +0.9% | +16.8% |
| 3Y | +52.4% | +29.2% | +23.2% | +37.9% |
| 5Y | +26.3% | +52.6% | -26.3% | +7.3% |
| 10Y | +132.3% | +53.6% | +78.7% | +86.7% |
| All | +15,613.1% | +6,469.3% | +9,143.8% | +7,861.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling