+126.1%
PSA vs Z
+25.1%
+101.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -3.7% | -3.0% | -0.7% | -3.4% |
| 30D | -7.7% | -4.2% | -3.6% | -7.4% |
| 3M | -0.6% | -3.7% | +3.1% | -0.5% |
| 6M | -0.9% | -24.5% | +23.6% | +1.5% |
| YTD | +18.7% | -49.3% | +68.0% | +26.2% |
| 1Y | +7.6% | -58.7% | +66.3% | +16.7% |
| 3Y | +23.7% | -34.1% | +57.8% | +26.0% |
| 5Y | +13.7% | -64.5% | +78.2% | +17.9% |
| 10Y | +98.9% | -0.5% | +99.3% | +77.3% |
| All | +126.1% | +25.1% | +101.0% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling