+13.6%
PSA vs S
-72.3%
+85.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | 0.0% |
| 7D | -0.4% | -5.8% | +5.4% | 0.0% |
| 30D | -8.2% | -9.2% | +1.0% | -7.7% |
| 3M | -2.1% | +23.4% | -25.5% | -3.9% |
| 6M | -0.2% | +36.9% | -37.1% | -3.1% |
| YTD | +18.5% | +29.5% | -11.0% | +15.3% |
| 1Y | +6.6% | +5.4% | +1.2% | +5.2% |
| 3Y | +24.5% | +14.7% | +9.8% | +19.7% |
| 5Y | +13.6% | -71.5% | +85.1% | +12.7% |
| All | +13.6% | -72.3% | +85.9% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling