+1,407.5%
RF vs PSA
+16,171.7%
-14,764.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -1.8% |
| 7D | -1.6% | +7.4% | -9.0% | -5.6% |
| 30D | +5.0% | +19.1% | -14.1% | -5.1% |
| 3M | -10.0% | +5.1% | -15.1% | -12.7% |
| 6M | +3.3% | +16.2% | -12.9% | -5.8% |
| YTD | +7.9% | +35.2% | -27.2% | -10.3% |
| 1Y | +21.2% | +27.1% | -5.9% | +4.3% |
| 3Y | +105.8% | +51.7% | +54.1% | +56.3% |
| 5Y | +43.7% | +31.8% | +11.9% | +14.7% |
| 10Y | +289.4% | +148.0% | +141.5% | +100.5% |
| All | +1,407.5% | +16,171.7% | -14,764.1% | +229.3% |
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