+25.0%
PSA vs S
-56.8%
+81.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -3.7% | -7.7% | +4.0% | -3.2% |
| 30D | -7.7% | -5.3% | -2.4% | -7.5% |
| 3M | -0.6% | +20.3% | -20.9% | -2.2% |
| 6M | -0.9% | +47.4% | -48.3% | -4.2% |
| YTD | +18.7% | +32.5% | -13.9% | +15.4% |
| 1Y | +7.6% | +9.5% | -1.9% | +6.0% |
| 3Y | +23.7% | +15.5% | +8.1% | +19.1% |
| 5Y | +13.7% | -71.2% | +84.9% | +12.1% |
| All | +25.0% | -56.8% | +81.8% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling