+27.1%
SW vs PSA
+28.3%
-1.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | +4.7% | +7.4% | -2.7% | -0.9% |
| 30D | +5.0% | +19.1% | -14.1% | -8.0% |
| 3M | -7.3% | +5.1% | -12.4% | -10.7% |
| 6M | +15.0% | +16.2% | -1.2% | +2.1% |
| YTD | +18.5% | +35.2% | -16.6% | -6.7% |
| 1Y | +27.1% | +27.1% | 0.0% | +4.8% |
| All | +27.1% | +28.3% | -1.2% | +4.8% |
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