+730.4%
SW vs PSA
+677.3%
+53.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +4.7% | +7.4% | -2.7% | +4.0% |
| 30D | +5.0% | +19.1% | -14.1% | +3.4% |
| 3M | -7.3% | +5.1% | -12.4% | -7.7% |
| 6M | +15.0% | +16.2% | -1.2% | +13.6% |
| YTD | +18.5% | +35.2% | -16.6% | +15.9% |
| 1Y | +27.1% | +27.1% | 0.0% | +24.8% |
| 3Y | +49.3% | +51.7% | -2.4% | +45.6% |
| 5Y | -1.6% | +31.8% | -33.4% | -3.9% |
| 10Y | +185.4% | +148.0% | +37.4% | +173.6% |
| All | +730.4% | +677.3% | +53.1% | +733.5% |
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