+1,091.2%
PSX vs PSA
+324.1%
+767.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | -7.8% | +0.8% | -8.6% | -8.1% |
| 30D | -9.9% | +15.9% | -25.8% | -13.9% |
| 3M | +16.9% | +4.2% | +12.7% | +15.3% |
| 6M | +48.0% | +10.1% | +37.8% | +43.0% |
| YTD | +98.3% | +33.3% | +65.0% | +79.4% |
| 1Y | +86.2% | +28.2% | +57.9% | +70.5% |
| 3Y | +144.0% | +54.9% | +89.1% | +107.5% |
| 5Y | +287.7% | +28.3% | +259.4% | +243.3% |
| 10Y | +338.3% | +134.1% | +204.3% | +199.4% |
| All | +1,091.2% | +324.1% | +767.1% | +503.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling