+14.9%
PSA vs SNY
+9.4%
+5.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.8% | -3.3% | +1.5% | -1.1% |
| 30D | -8.4% | -2.2% | -6.2% | -7.9% |
| 3M | -7.8% | -3.0% | -4.8% | -7.2% |
| 6M | +0.8% | +2.7% | -1.9% | +0.2% |
| YTD | +16.5% | -6.8% | +23.3% | +18.1% |
| 1Y | +4.7% | -5.3% | +10.0% | +5.6% |
| 3Y | +21.1% | -9.8% | +30.8% | +22.3% |
| All | +14.9% | +9.4% | +5.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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