+3,667.1%
PSA vs RL
+1,573.0%
+2,094.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +0.8% | +1.3% | -0.6% | +0.4% |
| 30D | +15.9% | +7.6% | +8.3% | +13.9% |
| 3M | +4.2% | -1.5% | +5.7% | +4.3% |
| 6M | +10.1% | +12.1% | -1.9% | +6.6% |
| YTD | +33.3% | +13.9% | +19.4% | +28.2% |
| 1Y | +28.2% | +20.7% | +7.6% | +21.6% |
| 3Y | +54.9% | +260.6% | -205.7% | +11.6% |
| 5Y | +28.3% | +248.9% | -220.5% | -9.3% |
| 10Y | +134.1% | +355.9% | -221.9% | +39.9% |
| All | +3,667.1% | +1,573.0% | +2,094.1% | +1,531.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling