+112.1%
PSA vs P
+485.4%
-373.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -3.7% | +6.5% | -10.2% | -4.0% |
| 30D | -7.7% | +18.8% | -26.6% | -8.7% |
| 3M | -0.6% | +26.7% | -27.3% | -2.2% |
| 6M | -0.9% | +62.2% | -63.1% | -4.2% |
| YTD | +18.7% | +48.5% | -29.8% | +15.1% |
| 1Y | +7.6% | +26.4% | -18.8% | +4.7% |
| 3Y | +23.7% | +159.4% | -135.8% | +11.3% |
| 5Y | +13.7% | +275.8% | -262.1% | -1.6% |
| 10Y | +98.9% | +732.0% | -633.2% | +59.4% |
| All | +112.1% | +485.4% | -373.2% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling