+368.5%
PSX vs PSA
+10.8%
+357.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.1% |
| 7D | +1.8% | -2.2% | +4.1% | +2.3% |
| 30D | +21.6% | -9.6% | +31.2% | +24.2% |
| 3M | +46.5% | -7.9% | +54.4% | +48.7% |
| 6M | +62.0% | -2.0% | +64.0% | +61.7% |
| YTD | +106.3% | +15.7% | +90.6% | +97.0% |
| 1Y | +103.0% | +5.8% | +97.2% | +98.1% |
| 3Y | +135.5% | +21.6% | +114.0% | +120.8% |
| 5Y | +368.5% | +13.1% | +355.4% | +350.5% |
| All | +368.5% | +10.8% | +357.7% | +350.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling