+1,569.6%
QQQ vs PSA
+3,164.3%
-1,594.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +1.5% | -0.4% | +1.9% | +1.7% |
| 30D | -0.6% | -8.2% | +7.5% | +2.3% |
| 3M | +0.4% | -2.1% | +2.6% | +0.8% |
| 6M | +20.1% | -0.2% | +20.3% | +19.3% |
| YTD | +17.2% | +18.5% | -1.3% | +9.4% |
| 1Y | +24.7% | +6.6% | +18.1% | +20.5% |
| 3Y | +96.2% | +24.5% | +71.7% | +75.9% |
| 5Y | +94.4% | +13.6% | +80.8% | +78.2% |
| 10Y | +556.7% | +102.0% | +454.7% | +374.3% |
| All | +1,569.6% | +3,164.3% | -1,594.7% | +387.2% |
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