+25.3%
PSA vs PR
+273.3%
-248.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.3% |
| 7D | -1.4% | +6.0% | -7.4% | -1.9% |
| 30D | +15.2% | -4.2% | +19.4% | +15.4% |
| 3M | +2.2% | +10.0% | -7.7% | +1.3% |
| 6M | +11.7% | +15.6% | -3.9% | +10.0% |
| YTD | +32.0% | +68.2% | -36.2% | +25.1% |
| 1Y | +26.3% | +79.2% | -52.9% | +18.9% |
| 3Y | +52.4% | +94.9% | -42.5% | +39.9% |
| All | +25.3% | +273.3% | -248.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling