+21.8%
PSA vs VSXY
+42.7%
-20.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.4% |
| 7D | -0.4% | -6.8% | +6.4% | -0.1% |
| 30D | -8.2% | -20.4% | +12.2% | -6.9% |
| 3M | -2.1% | +2.9% | -5.0% | -2.6% |
| 6M | -0.2% | +67.9% | -68.1% | -4.7% |
| YTD | +18.5% | +44.9% | -26.4% | +14.0% |
| 1Y | +6.6% | +205.9% | -199.3% | -3.1% |
| 3Y | +24.5% | +373.9% | -349.4% | +5.5% |
| 5Y | +13.6% | +23.5% | -9.9% | +3.6% |
| All | +21.8% | +42.7% | -20.9% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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