+54.9%
PSA vs ROP
-5.2%
+60.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +15.9% | +30.3% | -14.4% | +7.8% |
| 3M | +4.2% | +17.8% | -13.6% | -0.5% |
| 6M | +10.1% | +38.9% | -28.8% | +0.5% |
| YTD | +33.3% | +7.6% | +25.7% | +32.7% |
| 1Y | +28.2% | +6.5% | +21.7% | +28.1% |
| 3Y | +54.9% | -6.3% | +61.1% | +59.3% |
| All | +54.9% | -5.2% | +60.1% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling