+14,718.5%
PSA vs ROP
+30,029.2%
-15,310.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.2% |
| 7D | -2.1% | -2.9% | +0.9% | -1.3% |
| 30D | +16.2% | +30.1% | -13.8% | +8.7% |
| 3M | +4.3% | +19.9% | -15.5% | -0.6% |
| 6M | +9.9% | +46.0% | -36.1% | -0.6% |
| YTD | +33.3% | +8.4% | +24.9% | +29.2% |
| 1Y | +25.8% | +8.8% | +17.0% | +21.9% |
| 3Y | +54.8% | -5.6% | +60.4% | +54.8% |
| 5Y | +27.5% | +3.0% | +24.5% | +24.6% |
| 10Y | +134.5% | +184.0% | -49.5% | +76.7% |
| All | +14,718.5% | +30,029.2% | -15,310.6% | +6,702.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling