+17.0%
RSP vs PSA
+6.5%
+10.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -1.5% | -8.2% | +6.6% | +0.8% |
| 3M | +4.8% | -2.1% | +6.9% | +5.2% |
| 6M | +10.3% | -0.2% | +10.5% | +9.5% |
| YTD | +14.1% | +18.5% | -4.4% | +7.9% |
| 1Y | +17.0% | +6.6% | +10.4% | +12.5% |
| All | +17.0% | +6.5% | +10.5% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling