+14,609.4%
SPGI vs PSA
+16,026.4%
-1,417.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +0.3% | +3.9% | -3.6% | -1.1% |
| 30D | +18.4% | +19.7% | -1.3% | +10.9% |
| 3M | +15.7% | +4.3% | +11.4% | +13.9% |
| 6M | +17.3% | +11.4% | +5.9% | +12.6% |
| YTD | -4.7% | +33.9% | -38.7% | -15.0% |
| 1Y | +1.8% | +28.3% | -26.5% | -7.8% |
| 3Y | +31.7% | +53.5% | -21.8% | +10.2% |
| 5Y | +12.1% | +30.6% | -18.6% | -1.3% |
| 10Y | +341.9% | +145.8% | +196.2% | +203.4% |
| All | +14,609.4% | +16,026.4% | -1,417.0% | +4,818.9% |
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