+28.3%
PSA vs WEC
+53.9%
-25.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +0.8% | +1.4% | -0.6% | -0.1% |
| 30D | +15.9% | +12.8% | +3.1% | +7.2% |
| 3M | +4.2% | +11.2% | -7.0% | -2.9% |
| 6M | +10.1% | +6.6% | +3.5% | +5.5% |
| YTD | +33.3% | +13.8% | +19.5% | +22.4% |
| 1Y | +28.2% | +7.6% | +20.6% | +22.0% |
| 3Y | +54.9% | +62.2% | -7.3% | +12.5% |
| 5Y | +28.3% | +52.0% | -23.6% | -0.5% |
| All | +28.3% | +53.9% | -25.6% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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