-39.0%
U vs PSA
+74.7%
-113.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -3.8% | -3.7% | -0.1% | -1.7% |
| 30D | +17.5% | -7.7% | +25.2% | +22.9% |
| 3M | +38.7% | -0.6% | +39.3% | +38.5% |
| 6M | +104.4% | -0.9% | +105.3% | +102.8% |
| YTD | -5.7% | +18.7% | -24.3% | -17.3% |
| 1Y | +3.7% | +7.6% | -4.0% | -3.9% |
| 3Y | +12.3% | +23.7% | -11.3% | -8.6% |
| 5Y | -68.8% | +13.7% | -82.5% | -72.9% |
| All | -39.0% | +74.7% | -113.8% | -55.9% |
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