+12.4%
SPY vs PSA
+27.1%
-14.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.9% | -2.1% | +1.1% | -0.7% |
| 30D | -2.4% | +16.2% | -18.6% | -4.1% |
| 3M | -1.2% | +4.3% | -5.5% | -1.6% |
| 6M | +3.3% | +9.9% | -6.6% | +1.8% |
| YTD | +12.3% | +33.3% | -21.0% | +6.8% |
| 1Y | +12.4% | +25.8% | -13.4% | +8.0% |
| All | +12.4% | +27.1% | -14.6% | +8.0% |
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