+587.4%
PSA vs POET
-24.0%
+611.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.1% |
| 7D | -3.6% | +3.7% | -7.3% | -3.7% |
| 30D | -9.4% | -11.5% | +2.1% | -9.3% |
| 3M | -8.2% | -30.8% | +22.6% | -8.0% |
| 6M | -1.8% | +8.6% | -10.4% | -2.8% |
| YTD | +15.7% | +20.1% | -4.3% | +14.4% |
| 1Y | +6.3% | +35.7% | -29.4% | +4.7% |
| 3Y | +21.6% | +116.5% | -95.0% | +17.8% |
| 5Y | +13.5% | -8.4% | +21.9% | +10.2% |
| 10Y | +101.3% | +24.6% | +76.7% | +93.0% |
| All | +587.4% | -24.0% | +611.4% | +628.1% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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