+76.2%
UBER vs PSA
+10.8%
+65.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.1% |
| 7D | -7.0% | -2.2% | -4.8% | -6.4% |
| 30D | -8.9% | -9.6% | +0.6% | -6.0% |
| 3M | +1.0% | -7.9% | +8.9% | +3.6% |
| 6M | -3.7% | -2.0% | -1.7% | -3.3% |
| YTD | -13.0% | +15.7% | -28.8% | -17.4% |
| 1Y | -25.5% | +5.8% | -31.3% | -27.4% |
| 3Y | +50.5% | +21.6% | +28.9% | +37.1% |
| 5Y | +76.2% | +13.1% | +63.0% | +73.9% |
| All | +76.2% | +10.8% | +65.3% | +73.9% |
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 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