-21.6%
SAP vs PSA
+4.9%
-26.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -0.3% | -2.2% | +2.0% | +0.2% |
| 30D | +0.3% | -9.6% | +9.8% | +2.1% |
| 3M | +16.9% | -7.9% | +24.8% | +18.8% |
| 6M | +6.3% | -2.0% | +8.3% | +6.6% |
| YTD | -12.4% | +15.7% | -28.2% | -13.0% |
| 1Y | -21.6% | +5.8% | -27.4% | -19.2% |
| All | -21.6% | +4.9% | -26.5% | -19.2% |
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