+30.0%
PSA vs Z
-55.0%
+85.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.3% |
| 7D | +1.5% | -5.2% | +6.6% | +2.1% |
| 30D | +16.7% | +5.7% | +10.9% | +15.4% |
| 3M | +4.0% | -8.7% | +12.8% | +4.8% |
| 6M | +10.9% | -26.0% | +36.8% | +14.6% |
| YTD | +34.2% | -55.0% | +89.3% | +48.2% |
| 1Y | +26.6% | -58.0% | +84.6% | +41.1% |
| 3Y | +54.7% | -15.2% | +69.9% | +54.1% |
| 5Y | +30.0% | -53.8% | +83.8% | +28.4% |
| All | +30.0% | -55.0% | +85.0% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling