+2,475.8%
SAP vs PSA
+6,078.3%
-3,602.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +1.6% | +1.5% | +0.2% | +1.1% |
| 30D | +10.5% | +16.7% | -6.1% | +4.7% |
| 3M | +15.2% | +4.0% | +11.1% | +13.5% |
| 6M | +36.7% | +10.9% | +25.8% | +31.6% |
| YTD | -0.6% | +34.2% | -34.8% | -11.0% |
| 1Y | -4.1% | +26.6% | -30.8% | -12.5% |
| 3Y | +73.2% | +54.7% | +18.5% | +45.0% |
| 5Y | +74.1% | +30.0% | +44.1% | +52.9% |
| 10Y | +222.9% | +132.7% | +90.3% | +122.8% |
| All | +2,475.8% | +6,078.3% | -3,602.5% | +531.6% |
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 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