+3,102.6%
PSA vs RSG
+2,005.0%
+1,097.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | -8.2% | +3.3% | -11.5% | -9.1% |
| 3M | -2.1% | +8.5% | -10.6% | -4.7% |
| 6M | -0.2% | -3.5% | +3.3% | +0.7% |
| YTD | +18.5% | +5.5% | +13.0% | +16.1% |
| 1Y | +6.6% | -1.7% | +8.3% | +6.8% |
| 3Y | +24.5% | +56.9% | -32.4% | +7.1% |
| 5Y | +13.6% | +89.4% | -75.8% | -8.0% |
| 10Y | +102.0% | +412.5% | -310.6% | +21.9% |
| All | +3,102.6% | +2,005.0% | +1,097.6% | +1,266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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