+53.8%
PSA vs SM
-8.5%
+62.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.6% | -0.2% |
| 7D | -2.1% | +0.3% | -2.4% | -2.1% |
| 30D | +16.2% | -17.3% | +33.5% | +16.5% |
| 3M | +4.3% | -3.6% | +7.9% | +4.1% |
| 6M | +9.9% | +2.9% | +7.0% | +9.2% |
| YTD | +33.3% | +70.2% | -36.9% | +26.7% |
| 1Y | +25.8% | +66.5% | -40.7% | +19.8% |
| All | +53.8% | -8.5% | +62.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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