-2.3%
SW vs PSA
+13.6%
-15.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -5.1% | -3.7% | -1.4% | -3.8% |
| 30D | -4.6% | -7.7% | +3.2% | -1.8% |
| 3M | +9.4% | -0.6% | +10.0% | +9.7% |
| 6M | +3.5% | -0.9% | +4.4% | +3.8% |
| YTD | +22.0% | +18.7% | +3.4% | +16.0% |
| 1Y | +2.2% | +7.6% | -5.4% | 0.0% |
| 3Y | +19.6% | +23.7% | -4.1% | +13.6% |
| All | -2.3% | +13.6% | -15.9% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling