+242.3%
PSA vs USFR
+28.6%
+213.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +15.2% | +0.4% | +14.8% | +15.1% |
| 3M | +2.2% | +1.1% | +1.2% | +2.1% |
| 6M | +11.7% | +2.0% | +9.6% | +11.4% |
| YTD | +32.0% | +3.5% | +28.5% | +31.5% |
| 1Y | +26.3% | +4.1% | +22.2% | +25.7% |
| 3Y | +52.4% | +14.4% | +38.0% | +50.6% |
| 5Y | +26.3% | +21.4% | +4.9% | +24.1% |
| 10Y | +132.3% | +28.6% | +103.8% | +127.2% |
| All | +242.3% | +28.6% | +213.7% | +229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling