+34.8%
UL vs PSA
+54.3%
-19.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.3% | -1.4% | +1.8% | +0.8% |
| 30D | +3.7% | +15.2% | -11.5% | -1.1% |
| 3M | +5.6% | +2.2% | +3.4% | +4.8% |
| 6M | +17.2% | +11.7% | +5.6% | +13.1% |
| YTD | +3.9% | +32.0% | -28.2% | -4.9% |
| 1Y | 0.0% | +26.3% | -26.3% | -7.2% |
| 3Y | +34.8% | +52.4% | -17.5% | +20.6% |
| All | +34.8% | +54.3% | -19.5% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling