+365.7%
SE vs PSA
+126.3%
+239.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +2.0% | +3.9% | -1.9% | +0.5% |
| 30D | -20.0% | +19.7% | -39.7% | -25.6% |
| 3M | -31.8% | +4.3% | -36.0% | -33.0% |
| 6M | -15.9% | +11.4% | -27.2% | -20.0% |
| YTD | -40.6% | +33.9% | -74.6% | -48.0% |
| 1Y | -50.7% | +28.3% | -79.0% | -56.1% |
| 3Y | +70.3% | +53.5% | +16.8% | +33.3% |
| 5Y | -78.8% | +30.6% | -109.5% | -82.0% |
| All | +365.7% | +126.3% | +239.5% | +184.6% |
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