+207.7%
PSA vs USFR
+27.5%
+180.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.7% | +0.1% | -3.7% | -3.7% |
| 30D | -7.7% | +0.3% | -8.0% | -7.8% |
| 3M | -0.6% | +1.0% | -1.6% | -0.7% |
| 6M | -0.9% | +1.9% | -2.9% | -1.1% |
| YTD | +18.7% | +2.6% | +16.0% | +18.3% |
| 1Y | +7.6% | +4.0% | +3.6% | +7.2% |
| 3Y | +23.7% | +14.1% | +9.6% | +22.3% |
| 5Y | +13.7% | +20.4% | -6.7% | +11.8% |
| 10Y | +98.9% | +28.0% | +70.8% | +94.5% |
| All | +207.7% | +27.5% | +180.1% | +196.5% |
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