+13.6%
PSA vs ROP
-14.2%
+27.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +1.0% |
| 7D | -0.4% | -5.4% | +5.0% | +1.8% |
| 30D | -8.2% | -1.6% | -6.5% | -7.7% |
| 3M | -2.1% | +18.8% | -21.0% | -9.0% |
| 6M | -0.2% | +8.2% | -8.4% | -3.9% |
| YTD | +18.5% | -10.5% | +29.0% | +24.3% |
| 1Y | +6.6% | -23.7% | +30.3% | +21.1% |
| 3Y | +24.5% | -17.9% | +42.3% | +33.3% |
| 5Y | +13.6% | -15.3% | +28.9% | +16.0% |
| All | +13.6% | -14.2% | +27.8% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling