+6,358.4%
SO vs PSA
+15,953.3%
-9,594.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | +8.7% | +15.9% | -7.2% | +5.2% |
| 3M | +3.4% | +4.2% | -0.8% | +2.4% |
| 6M | +3.7% | +10.1% | -6.4% | +1.4% |
| YTD | +10.0% | +33.3% | -23.3% | +3.0% |
| 1Y | +6.6% | +28.2% | -21.7% | +0.6% |
| 3Y | +52.5% | +54.9% | -2.4% | +37.4% |
| 5Y | +76.1% | +28.3% | +47.7% | +64.2% |
| 10Y | +194.9% | +134.1% | +60.8% | +143.6% |
| All | +6,358.4% | +15,953.3% | -9,594.9% | +3,313.4% |
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