+151.9%
PSA vs RUN
-34.8%
+186.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.3% | -0.4% |
| 7D | -2.1% | -13.7% | +11.6% | -1.3% |
| 30D | +15.6% | +9.4% | +6.2% | +14.8% |
| 3M | +4.1% | -13.4% | +17.5% | +4.6% |
| 6M | +9.2% | -39.6% | +48.8% | +11.6% |
| YTD | +32.3% | -53.7% | +86.0% | +35.9% |
| 1Y | +26.2% | -56.2% | +82.3% | +29.9% |
| 3Y | +53.7% | -9.7% | +63.4% | +42.8% |
| 5Y | +26.6% | -85.5% | +112.0% | +24.2% |
| 10Y | +132.8% | +66.7% | +66.1% | +104.4% |
| All | +151.9% | -34.8% | +186.7% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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