+52.4%
PSA vs USFR
+14.4%
+38.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.6% |
| 30D | +15.2% | +0.4% | +14.8% | +14.0% |
| 3M | +2.2% | +1.1% | +1.2% | -1.0% |
| 6M | +11.7% | +2.0% | +9.6% | +5.6% |
| YTD | +32.0% | +3.5% | +28.5% | +19.0% |
| 1Y | +26.3% | +4.1% | +22.2% | +11.0% |
| 3Y | +52.4% | +14.4% | +38.0% | +114.6% |
| All | +52.4% | +14.4% | +38.0% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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