+3,017.7%
SPY vs PSA
+13,115.8%
-10,098.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -0.6% | +0.8% | -1.3% | -0.8% |
| 30D | -3.7% | +15.9% | -19.6% | -8.4% |
| 3M | -2.7% | +4.2% | -6.9% | -4.3% |
| 6M | +2.2% | +10.1% | -7.9% | -1.6% |
| YTD | +10.8% | +33.3% | -22.5% | -0.3% |
| 1Y | +11.2% | +28.2% | -17.0% | +1.3% |
| 3Y | +76.5% | +54.9% | +21.6% | +48.3% |
| 5Y | +72.9% | +28.3% | +44.6% | +53.2% |
| 10Y | +304.8% | +134.1% | +170.8% | +184.9% |
| All | +3,017.7% | +13,115.8% | -10,098.1% | +851.7% |
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