+589.4%
SE vs PSA
+100.4%
+488.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -6.1% | -3.7% | -2.4% | -4.6% |
| 30D | -2.5% | -7.7% | +5.3% | +0.7% |
| 3M | +21.7% | -0.6% | +22.3% | +21.5% |
| 6M | +27.0% | -0.9% | +27.9% | +26.5% |
| YTD | -12.1% | +18.7% | -30.8% | -19.1% |
| 1Y | -40.9% | +7.6% | -48.6% | -43.5% |
| 3Y | +191.0% | +23.7% | +167.3% | +151.8% |
| 5Y | -68.3% | +13.7% | -81.9% | -71.4% |
| All | +589.4% | +100.4% | +488.9% | +343.0% |
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