-43.6%
SE vs PSA
+4.9%
-48.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.8% |
| 7D | -3.6% | -2.2% | -1.4% | -3.4% |
| 30D | -5.3% | -9.6% | +4.2% | -4.6% |
| 3M | +28.1% | -7.9% | +36.0% | +29.0% |
| 6M | +20.7% | -2.0% | +22.7% | +17.9% |
| YTD | -14.8% | +15.7% | -30.5% | -14.9% |
| 1Y | -43.6% | +5.8% | -49.3% | -43.2% |
| All | -43.6% | +4.9% | -48.4% | -43.2% |
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