+2,762.7%
UL vs PSA
+15,793.7%
-13,031.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.1% | -1.4% | +2.6% | +1.5% |
| 30D | +4.5% | +15.2% | -10.7% | +1.2% |
| 3M | +6.5% | +2.2% | +4.3% | +5.9% |
| 6M | +18.2% | +11.7% | +6.5% | +15.2% |
| YTD | +4.7% | +32.0% | -27.3% | -2.0% |
| 1Y | +0.8% | +26.3% | -25.5% | -4.7% |
| 3Y | +35.9% | +52.4% | -16.5% | +22.3% |
| 5Y | +33.4% | +26.3% | +7.1% | +23.7% |
| 10Y | +106.9% | +132.3% | -25.4% | +64.9% |
| All | +2,762.7% | +15,793.7% | -13,031.0% | +1,321.7% |
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