+303.2%
PSA vs PBF
+287.3%
+15.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -0.8% |
| 7D | -2.1% | +4.3% | -6.4% | -2.3% |
| 30D | +15.6% | -21.8% | +37.4% | +16.7% |
| 3M | +4.1% | +1.7% | +2.3% | +3.7% |
| 6M | +9.2% | +69.8% | -60.6% | +5.9% |
| YTD | +32.3% | +167.7% | -135.4% | +24.6% |
| 1Y | +26.2% | +89.0% | -62.8% | +20.9% |
| 3Y | +53.7% | +78.8% | -25.1% | +45.4% |
| 5Y | +26.6% | +415.4% | -388.9% | +11.9% |
| 10Y | +132.8% | +263.1% | -130.3% | +90.7% |
| All | +303.2% | +287.3% | +15.9% | +212.3% |
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