+12,788.4%
PSA vs SM
+1,608.3%
+11,180.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -7.7% | +26.3% | -34.0% | -9.3% |
| 3M | -0.6% | +8.7% | -9.3% | -1.5% |
| 6M | -0.9% | +51.7% | -52.6% | -4.4% |
| YTD | +18.7% | +99.0% | -80.4% | +12.2% |
| 1Y | +7.6% | +34.6% | -27.0% | +4.3% |
| 3Y | +23.7% | -7.8% | +31.4% | +21.3% |
| 5Y | +13.7% | +104.8% | -91.1% | +3.4% |
| 10Y | +98.9% | +7.2% | +91.6% | +61.3% |
| All | +12,788.4% | +1,608.3% | +11,180.1% | +6,961.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling