+1,112.1%
PSX vs PSA
+277.4%
+834.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +4.5% | -3.7% | +8.2% | +5.7% |
| 30D | +26.6% | -7.7% | +34.3% | +29.6% |
| 3M | +39.3% | -0.6% | +39.9% | +39.1% |
| 6M | +56.8% | -0.9% | +57.7% | +55.9% |
| YTD | +101.8% | +18.7% | +83.2% | +89.3% |
| 1Y | +99.6% | +7.6% | +92.0% | +92.8% |
| 3Y | +140.3% | +23.7% | +116.7% | +119.2% |
| 5Y | +339.3% | +13.7% | +325.7% | +303.3% |
| 10Y | +369.9% | +98.9% | +271.0% | +238.4% |
| All | +1,112.1% | +277.4% | +834.7% | +537.2% |
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