+15.8%
PSA vs WAB
+228.6%
-212.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.4% | +1.7% | -2.1% | -0.9% |
| 30D | -8.2% | -2.4% | -5.7% | -7.5% |
| 3M | -2.1% | +9.7% | -11.8% | -5.3% |
| 6M | -0.2% | +16.5% | -16.7% | -5.3% |
| YTD | +18.5% | +33.7% | -15.2% | +7.9% |
| 1Y | +6.6% | +49.7% | -43.1% | -6.3% |
| 3Y | +24.5% | +170.9% | -146.5% | -12.4% |
| All | +15.8% | +228.6% | -212.7% | -23.5% |
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