+2,740.1%
UL vs PSA
+15,793.7%
-13,053.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.3% | -1.4% | +1.8% | +0.7% |
| 30D | +3.7% | +15.2% | -11.5% | +0.4% |
| 3M | +5.6% | +2.2% | +3.4% | +5.1% |
| 6M | +17.2% | +11.7% | +5.6% | +14.2% |
| YTD | +3.9% | +32.0% | -28.2% | -2.7% |
| 1Y | 0.0% | +26.3% | -26.3% | -5.5% |
| 3Y | +34.8% | +52.4% | -17.5% | +21.4% |
| 5Y | +32.4% | +26.3% | +6.1% | +22.7% |
| 10Y | +105.3% | +132.3% | -27.1% | +63.6% |
| All | +2,740.1% | +15,793.7% | -13,053.6% | +1,310.5% |
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