+3,252.3%
PSA vs RL
+1,366.2%
+1,886.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -1.7% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | -7.7% | -7.8% | 0.0% | -6.1% |
| 3M | -0.6% | -4.0% | +3.4% | 0.0% |
| 6M | -0.9% | -1.9% | +1.0% | -1.2% |
| YTD | +18.7% | -0.2% | +18.8% | +17.7% |
| 1Y | +7.6% | +10.7% | -3.0% | +4.1% |
| 3Y | +23.7% | +210.8% | -187.1% | -7.7% |
| 5Y | +13.7% | +238.2% | -224.6% | -19.4% |
| 10Y | +98.9% | +313.4% | -214.5% | +21.4% |
| All | +3,252.3% | +1,366.2% | +1,886.2% | +1,398.3% |
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