+25.3%
PSA vs WAB
+214.2%
-188.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -1.4% | +5.1% | -6.5% | -2.9% |
| 30D | +15.2% | +4.0% | +11.2% | +13.6% |
| 3M | +2.2% | +0.1% | +2.1% | +1.9% |
| 6M | +11.7% | +12.8% | -1.1% | +6.8% |
| YTD | +32.0% | +40.1% | -8.1% | +17.9% |
| 1Y | +26.3% | +46.4% | -20.1% | +11.3% |
| 3Y | +52.4% | +167.4% | -115.0% | +6.3% |
| All | +25.3% | +214.2% | -188.9% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling