-2.6%
SW vs PSA
+30.3%
-32.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | +2.3% | +3.9% | -1.6% | +0.9% |
| 30D | +6.8% | +19.7% | -12.9% | -0.2% |
| 3M | -5.2% | +4.3% | -9.5% | -6.7% |
| 6M | +7.4% | +11.4% | -3.9% | +3.2% |
| YTD | +17.4% | +33.9% | -16.5% | +6.3% |
| 1Y | +27.1% | +28.3% | -1.2% | +16.6% |
| 3Y | +47.9% | +53.5% | -5.6% | +31.9% |
| All | -2.6% | +30.3% | -32.9% | -11.8% |
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 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