+155.7%
PSA vs QSR
+211.0%
-55.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -8.2% | +5.9% | -14.1% | -9.4% |
| 3M | -2.1% | +10.5% | -12.6% | -4.4% |
| 6M | -0.2% | +7.7% | -7.9% | -2.1% |
| YTD | +18.5% | +16.8% | +1.7% | +14.0% |
| 1Y | +6.6% | +30.9% | -24.3% | -0.2% |
| 3Y | +24.5% | +28.2% | -3.7% | +16.4% |
| 5Y | +13.6% | +45.0% | -31.4% | +2.6% |
| 10Y | +102.0% | +127.3% | -25.3% | +63.6% |
| All | +155.7% | +211.0% | -55.2% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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