+261.6%
PSA vs PBF
+303.9%
-42.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -3.7% | +4.3% | -8.0% | -3.9% |
| 30D | -7.7% | +22.0% | -29.7% | -8.6% |
| 3M | -0.6% | +74.5% | -75.1% | -3.4% |
| 6M | -0.9% | +67.7% | -68.6% | -3.9% |
| YTD | +18.7% | +179.2% | -160.5% | +11.8% |
| 1Y | +7.6% | +170.0% | -162.4% | +1.2% |
| 3Y | +23.7% | +66.4% | -42.7% | +17.6% |
| 5Y | +13.7% | +764.5% | -750.8% | -2.0% |
| 10Y | +98.9% | +358.5% | -259.7% | +60.4% |
| All | +261.6% | +303.9% | -42.3% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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