+613.1%
PSA vs WU
-19.6%
+632.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.8% |
| 7D | -3.7% | -0.8% | -2.8% | -3.4% |
| 30D | -7.7% | -1.1% | -6.6% | -7.4% |
| 3M | -0.6% | -3.9% | +3.3% | -0.9% |
| 6M | -0.9% | -20.7% | +19.7% | +6.5% |
| YTD | +18.7% | -18.4% | +37.0% | +25.5% |
| 1Y | +7.6% | -8.1% | +15.7% | +7.3% |
| 3Y | +23.7% | -24.2% | +47.8% | +30.7% |
| 5Y | +13.7% | -50.4% | +64.1% | +40.0% |
| 10Y | +98.9% | -40.0% | +138.9% | +106.1% |
| All | +613.1% | -19.6% | +632.7% | +413.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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