+3,094.0%
SPY vs PSA
+11,660.7%
-8,566.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +0.1% | -3.7% | +3.8% | +1.4% |
| 30D | +0.1% | -7.7% | +7.8% | +2.7% |
| 3M | +2.0% | -0.6% | +2.6% | +1.9% |
| 6M | +13.0% | -0.9% | +13.9% | +12.8% |
| YTD | +13.5% | +18.7% | -5.1% | +6.4% |
| 1Y | +20.0% | +7.6% | +12.3% | +15.9% |
| 3Y | +77.2% | +23.7% | +53.5% | +60.8% |
| 5Y | +81.9% | +13.7% | +68.2% | +67.8% |
| 10Y | +314.1% | +98.9% | +215.2% | +207.8% |
| All | +3,094.0% | +11,660.7% | -8,566.6% | +915.6% |
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