-6.5%
U vs PSA
+4.9%
-11.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.8% |
| 7D | +4.4% | -2.2% | +6.6% | +4.1% |
| 30D | -1.3% | -9.6% | +8.3% | -2.8% |
| 3M | +49.6% | -7.9% | +57.5% | +47.9% |
| 6M | +100.2% | -2.0% | +102.2% | +96.8% |
| YTD | -3.7% | +15.7% | -19.4% | +0.6% |
| 1Y | -6.5% | +5.8% | -12.3% | -8.6% |
| All | -6.5% | +4.9% | -11.4% | -8.6% |
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