-68.1%
U vs PSA
+13.5%
-81.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.7% |
| 7D | +4.5% | -0.4% | +4.9% | +4.7% |
| 30D | -0.6% | -8.2% | +7.6% | +4.5% |
| 3M | +48.4% | -2.1% | +50.6% | +49.5% |
| 6M | +115.4% | -0.2% | +115.6% | +112.7% |
| YTD | -3.2% | +18.5% | -21.7% | -15.7% |
| 1Y | -6.0% | +6.6% | -12.6% | -12.7% |
| 3Y | +13.5% | +24.5% | -11.0% | -9.9% |
| All | -68.1% | +13.5% | -81.6% | -73.1% |
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