+13.6%
PSA vs Z
-67.0%
+80.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.7% |
| 7D | -0.4% | -3.3% | +2.8% | 0.0% |
| 30D | -8.2% | -3.7% | -4.4% | -7.8% |
| 3M | -2.1% | -7.0% | +4.8% | -1.6% |
| 6M | -0.2% | -29.5% | +29.3% | +3.8% |
| YTD | +18.5% | -52.6% | +71.1% | +29.6% |
| 1Y | +6.6% | -64.0% | +70.6% | +20.9% |
| 3Y | +24.5% | -36.4% | +60.9% | +27.8% |
| 5Y | +13.6% | -65.8% | +79.3% | +13.0% |
| All | +13.6% | -67.0% | +80.6% | +13.0% |
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