+755.0%
SW vs PSA
+582.4%
+172.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -5.1% | -3.7% | -1.4% | -4.8% |
| 30D | -4.6% | -7.7% | +3.2% | -3.9% |
| 3M | +9.4% | -0.6% | +10.0% | +9.5% |
| 6M | +3.5% | -0.9% | +4.4% | +3.6% |
| YTD | +22.0% | +18.7% | +3.4% | +20.6% |
| 1Y | +2.2% | +7.6% | -5.4% | +1.7% |
| 3Y | +19.6% | +23.7% | -4.1% | +18.2% |
| 5Y | -2.3% | +13.7% | -16.0% | -3.4% |
| 10Y | +181.4% | +98.9% | +82.5% | +173.0% |
| All | +755.0% | +582.4% | +172.6% | +767.8% |
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 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