+13.5%
PSA vs SPXU
-85.5%
+99.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | +0.4% |
| 7D | -3.6% | +6.4% | -10.0% | -2.4% |
| 30D | -9.4% | +5.9% | -15.3% | -8.3% |
| 3M | -8.2% | -11.7% | +3.5% | -10.2% |
| 6M | -1.8% | -28.7% | +26.9% | -7.5% |
| YTD | +15.7% | -26.4% | +42.1% | +10.0% |
| 1Y | +6.3% | -35.2% | +41.5% | -1.3% |
| 3Y | +21.6% | -79.8% | +101.4% | -8.0% |
| 5Y | +13.5% | -86.1% | +99.5% | -13.7% |
| All | +13.5% | -85.5% | +99.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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