+3.1%
PSA vs WETO
-99.4%
+102.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.1% | +0.7% |
| 7D | -1.8% | -4.3% | +2.5% | -1.8% |
| 30D | -8.4% | -39.9% | +31.5% | -8.8% |
| 3M | -7.8% | -97.9% | +90.1% | -8.4% |
| 6M | +0.8% | -95.0% | +95.8% | -1.0% |
| YTD | +16.5% | -97.2% | +113.7% | +14.9% |
| 1Y | +4.7% | -98.9% | +103.6% | +4.0% |
| All | +3.1% | -99.4% | +102.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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