+134.1%
PSX vs PSA
+24.4%
+109.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | +27.8% | -8.2% | +35.9% | +30.0% |
| 3M | +42.0% | -2.1% | +44.2% | +42.2% |
| 6M | +58.1% | -0.2% | +58.3% | +57.4% |
| YTD | +105.0% | +18.5% | +86.5% | +93.3% |
| 1Y | +104.9% | +6.6% | +98.3% | +99.0% |
| 3Y | +134.1% | +24.5% | +109.6% | +112.5% |
| All | +134.1% | +24.4% | +109.7% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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