-0.3%
SPOT vs PSA
+28.0%
-28.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.8% |
| 7D | +16.6% | +10.5% | +6.0% | +13.4% |
| 30D | +29.9% | +21.7% | +8.2% | +24.1% |
| 3M | +31.3% | +6.1% | +25.2% | +28.1% |
| 6M | +43.2% | +18.3% | +24.9% | +38.0% |
| YTD | +8.1% | +36.1% | -28.0% | +9.6% |
| 1Y | -0.3% | +29.3% | -29.6% | +0.5% |
| All | -0.3% | +28.0% | -28.4% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling