+26.3%
PSA vs RL
+15.3%
+11.0%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | -1.4% | +2.6% | -4.0% | -2.0% |
| 30D | +15.2% | +2.9% | +12.2% | +14.4% |
| 3M | +2.2% | 0.0% | +2.2% | +2.1% |
| 6M | +11.7% | +17.1% | -5.4% | +7.0% |
| YTD | +32.0% | +10.1% | +21.9% | +27.2% |
| 1Y | +26.3% | +17.3% | +9.0% | +19.9% |
| All | +26.3% | +15.3% | +11.0% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling