+139.5%
PSA vs P
+469.1%
-329.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.1% |
| 7D | +3.9% | -23.8% | +27.7% | +5.1% |
| 30D | +19.7% | -36.6% | +56.3% | +22.0% |
| 3M | +4.3% | +10.9% | -6.6% | +3.0% |
| 6M | +11.4% | +30.0% | -18.6% | +8.6% |
| YTD | +33.9% | +44.4% | -10.4% | +29.4% |
| 1Y | +28.3% | +3.9% | +24.3% | +25.8% |
| 3Y | +53.5% | +176.6% | -123.1% | +36.7% |
| 5Y | +30.6% | +249.3% | -218.7% | +13.0% |
| 10Y | +145.8% | +726.9% | -581.2% | +96.4% |
| All | +139.5% | +469.1% | -329.7% | +91.5% |
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