+25.8%
PSA vs PL
+454.1%
-428.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.2% |
| 7D | -3.7% | -9.3% | +5.6% | -3.4% |
| 30D | -7.7% | -18.9% | +11.2% | -7.2% |
| 3M | -0.6% | -58.4% | +57.8% | +1.8% |
| 6M | -0.9% | -30.3% | +29.4% | -0.8% |
| YTD | +18.7% | -8.1% | +26.8% | +17.2% |
| 1Y | +7.6% | +180.5% | -172.9% | +0.9% |
| All | +25.8% | +454.1% | -428.4% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling