+37.6%
PSA vs PL
+84.9%
-47.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 3M | -0.6% | -58.4% | +57.8% | +2.1% |
| 6M | -0.9% | -30.3% | +29.4% | -0.7% |
| YTD | +18.7% | -8.1% | +26.8% | +17.3% |
| 1Y | +7.6% | +180.5% | -172.9% | +0.7% |
| 3Y | +23.7% | +444.1% | -420.5% | +7.4% |
| 5Y | +13.7% | +83.0% | -69.4% | -0.4% |
| All | +37.6% | +84.9% | -47.3% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling