+53.5%
PSA vs S
+34.5%
+19.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | +3.9% | -13.4% | +17.3% | +4.6% |
| 30D | +19.7% | -14.0% | +33.7% | +20.4% |
| 3M | +4.3% | +4.9% | -0.6% | +3.6% |
| 6M | +11.4% | +42.0% | -30.6% | +8.3% |
| YTD | +33.9% | +45.1% | -11.2% | +29.6% |
| 1Y | +28.3% | +33.1% | -4.8% | +24.9% |
| 3Y | +53.5% | +40.6% | +12.8% | +35.7% |
| All | +53.5% | +34.5% | +19.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling