+1,402.2%
RF vs PSA
+16,026.4%
-14,624.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | -0.9% | +3.9% | -4.8% | -3.1% |
| 30D | +6.0% | +19.7% | -13.6% | -4.4% |
| 3M | -8.9% | +4.3% | -13.2% | -11.3% |
| 6M | +2.3% | +11.4% | -9.0% | -4.3% |
| YTD | +7.6% | +33.9% | -26.4% | -10.1% |
| 1Y | +21.2% | +28.3% | -7.1% | +3.7% |
| 3Y | +108.5% | +53.5% | +55.1% | +57.3% |
| 5Y | +43.2% | +30.6% | +12.6% | +14.9% |
| 10Y | +288.1% | +145.8% | +142.3% | +100.8% |
| All | +1,402.2% | +16,026.4% | -14,624.2% | +229.9% |
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