+67.1%
V vs PSA
+15.2%
+51.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +1.9% | -8.2% | +10.0% | +4.5% |
| 3M | +15.5% | -2.1% | +17.7% | +16.2% |
| 6M | +16.6% | -0.2% | +16.8% | +16.3% |
| YTD | +5.7% | +18.5% | -12.8% | -0.3% |
| 1Y | +8.6% | +6.6% | +2.0% | +5.7% |
| 3Y | +52.5% | +24.5% | +28.1% | +38.8% |
| 5Y | +67.1% | +13.6% | +53.5% | +61.2% |
| All | +67.1% | +15.2% | +51.9% | +61.2% |
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 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