+5,976.4%
SO vs PSA
+14,185.8%
-8,209.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -0.2% | -3.7% | +3.5% | +0.7% |
| 30D | -4.6% | -7.7% | +3.2% | -2.9% |
| 3M | -3.0% | -0.6% | -2.4% | -2.9% |
| 6M | -8.3% | -0.9% | -7.3% | -8.2% |
| YTD | +3.5% | +18.7% | -15.1% | -0.5% |
| 1Y | -0.9% | +7.6% | -8.6% | -2.9% |
| 3Y | +45.4% | +23.7% | +21.7% | +37.5% |
| 5Y | +59.6% | +13.7% | +46.0% | +52.8% |
| 10Y | +156.6% | +98.9% | +57.8% | +119.1% |
| All | +5,976.4% | +14,185.8% | -8,209.4% | +3,196.4% |
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