+61.0%
RSP vs PSA
+50.8%
+10.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -1.0% | +3.9% | -4.9% | -2.3% |
| 30D | +2.6% | +19.7% | -17.1% | -3.3% |
| 3M | -0.8% | +4.3% | -5.0% | -2.2% |
| 6M | +6.3% | +11.4% | -5.1% | +2.3% |
| YTD | +14.1% | +33.9% | -19.8% | +2.8% |
| 1Y | +18.0% | +28.3% | -10.3% | +7.8% |
| 3Y | +61.0% | +53.5% | +7.5% | +33.3% |
| All | +61.0% | +50.8% | +10.3% | +33.3% |
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 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