+53.0%
RSP vs PSA
+13.6%
+39.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -0.8% | -3.7% | +2.9% | +0.6% |
| 30D | -0.3% | -7.7% | +7.4% | +2.6% |
| 3M | +4.3% | -0.6% | +4.9% | +4.3% |
| 6M | +8.8% | -0.9% | +9.7% | +8.7% |
| YTD | +15.3% | +18.7% | -3.4% | +7.3% |
| 1Y | +18.3% | +7.6% | +10.6% | +14.1% |
| 3Y | +52.8% | +23.7% | +29.1% | +36.8% |
| All | +53.0% | +13.6% | +39.4% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling