+24.9%
PSA vs Z
-32.8%
+57.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | -3.7% | -3.0% | -0.7% | -3.2% |
| 30D | -7.7% | -4.2% | -3.6% | -7.2% |
| 3M | -0.6% | -3.7% | +3.1% | -0.4% |
| 6M | -0.9% | -24.5% | +23.6% | +3.4% |
| YTD | +18.7% | -49.3% | +68.0% | +33.2% |
| 1Y | +7.6% | -58.7% | +66.3% | +25.8% |
| All | +24.9% | -32.8% | +57.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling