+116.4%
RF vs PSA
+52.6%
+63.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +0.3% | +0.8% | -0.4% | 0.0% |
| 30D | +6.2% | +15.9% | -9.7% | -0.2% |
| 3M | -7.8% | +4.2% | -12.0% | -9.6% |
| 6M | +5.9% | +10.1% | -4.2% | +1.4% |
| YTD | +9.0% | +33.3% | -24.3% | -4.4% |
| 1Y | +19.3% | +28.2% | -9.0% | +6.3% |
| 3Y | +116.4% | +54.9% | +61.6% | +44.8% |
| All | +116.4% | +52.6% | +63.9% | +44.8% |
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 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