+2,625.5%
UL vs PSA
+14,166.4%
-11,540.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | +0.9% | -8.2% | +9.1% | +2.9% |
| 3M | +14.2% | -2.1% | +16.4% | +14.8% |
| 6M | -3.2% | -0.2% | -3.0% | -3.2% |
| YTD | -0.3% | +18.5% | -18.8% | -4.3% |
| 1Y | -8.8% | +6.6% | -15.4% | -10.3% |
| 3Y | +23.9% | +24.5% | -0.6% | +16.6% |
| 5Y | +21.4% | +13.6% | +7.8% | +15.2% |
| 10Y | +66.7% | +102.0% | -35.3% | +37.0% |
| All | +2,625.5% | +14,166.4% | -11,540.8% | +1,288.2% |
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