+2,435.9%
SAP vs PSA
+6,037.7%
-3,601.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +8.8% | +15.9% | -7.1% | +3.3% |
| 3M | +12.1% | +4.2% | +7.9% | +10.4% |
| 6M | +34.6% | +10.1% | +24.4% | +29.9% |
| YTD | -2.1% | +33.3% | -35.4% | -12.1% |
| 1Y | -5.5% | +28.2% | -33.8% | -14.1% |
| 3Y | +67.4% | +54.9% | +12.6% | +40.1% |
| 5Y | +74.6% | +28.3% | +46.2% | +54.0% |
| 10Y | +224.0% | +134.1% | +90.0% | +123.1% |
| All | +2,435.9% | +6,037.7% | -3,601.8% | +523.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling