+25.3%
PSA vs P
+279.3%
-254.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.2% |
| 7D | -1.4% | +11.6% | -13.1% | -1.8% |
| 30D | +15.2% | -23.7% | +38.9% | +16.0% |
| 3M | +2.2% | -8.0% | +10.2% | +2.0% |
| 6M | +11.7% | +27.9% | -16.2% | +9.8% |
| YTD | +32.0% | +61.2% | -29.1% | +27.7% |
| 1Y | +26.3% | +28.6% | -2.3% | +23.1% |
| 3Y | +52.4% | +200.5% | -148.1% | +30.7% |
| All | +25.3% | +279.3% | -254.0% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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