-48.8%
SE vs PSA
+28.0%
-76.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.6% | +4.3% |
| 7D | +6.7% | +10.5% | -3.9% | +6.3% |
| 30D | -17.2% | +21.7% | -38.9% | -17.9% |
| 3M | -28.0% | +6.1% | -34.1% | -28.0% |
| 6M | -6.1% | +18.3% | -24.4% | -7.3% |
| YTD | -37.1% | +36.1% | -73.2% | -36.8% |
| 1Y | -48.8% | +29.3% | -78.1% | -49.6% |
| All | -48.8% | +28.0% | -76.8% | -49.6% |
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 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