+27.5%
PSA vs RRC
+135.4%
-107.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.2% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +16.2% | +25.2% | -9.0% | +12.9% |
| 3M | +4.3% | +27.8% | -23.5% | +1.0% |
| 6M | +9.9% | +27.2% | -17.3% | +6.2% |
| YTD | +33.3% | +48.2% | -14.9% | +25.7% |
| 1Y | +25.8% | +34.7% | -8.9% | +20.2% |
| 3Y | +54.8% | +62.2% | -7.5% | +41.5% |
| 5Y | +27.5% | +130.9% | -103.4% | +9.7% |
| All | +27.5% | +135.4% | -107.9% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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