+56.4%
SAP vs PSA
+13.6%
+42.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.9% | -3.7% | +0.8% | -1.8% |
| 30D | +9.0% | -7.7% | +16.7% | +11.7% |
| 3M | +14.9% | -0.6% | +15.5% | +15.4% |
| 6M | +11.9% | -0.9% | +12.8% | +12.0% |
| YTD | -9.9% | +18.7% | -28.6% | -14.9% |
| 1Y | -19.5% | +7.6% | -27.2% | -21.7% |
| 3Y | +61.8% | +23.7% | +38.1% | +47.3% |
| All | +56.4% | +13.6% | +42.8% | +36.1% |
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