+155.2%
PSA vs Z
+6.9%
+148.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.6% |
| 7D | +3.9% | -4.6% | +8.5% | +4.3% |
| 30D | +19.7% | +8.3% | +11.3% | +18.5% |
| 3M | +4.3% | -11.6% | +15.9% | +5.2% |
| 6M | +11.4% | -33.6% | +45.0% | +15.4% |
| YTD | +33.9% | -56.7% | +90.6% | +44.3% |
| 1Y | +28.3% | -59.1% | +87.4% | +38.9% |
| 3Y | +53.5% | -20.4% | +73.8% | +54.1% |
| 5Y | +30.6% | -55.3% | +85.9% | +33.9% |
| 10Y | +145.8% | -14.2% | +160.0% | +122.1% |
| All | +155.2% | +6.9% | +148.3% | +115.5% |
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