+20.3%
PSA vs WAB
+164.8%
-144.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -2.2% | +0.2% | -2.5% | -2.3% |
| 30D | -9.6% | -4.6% | -5.0% | -8.4% |
| 3M | -7.9% | +5.6% | -13.5% | -9.6% |
| 6M | -2.0% | +13.8% | -15.8% | -5.9% |
| YTD | +15.7% | +31.9% | -16.1% | +7.1% |
| 1Y | +5.8% | +48.3% | -42.5% | -5.0% |
| All | +20.3% | +164.8% | -144.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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