+203.4%
W vs PSA
+222.3%
-19.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -7.4% | -2.1% | -5.3% | -6.1% |
| 30D | +7.8% | +16.2% | -8.4% | -2.2% |
| 3M | +10.9% | +4.3% | +6.6% | +7.7% |
| 6M | +86.4% | +9.9% | +76.6% | +74.9% |
| YTD | +14.0% | +33.3% | -19.3% | -6.7% |
| 1Y | +3.5% | +25.8% | -22.3% | -12.1% |
| 3Y | +164.8% | +54.8% | +110.0% | +99.4% |
| 5Y | -53.1% | +27.5% | -80.6% | -60.3% |
| 10Y | +220.4% | +134.5% | +85.9% | +102.4% |
| All | +203.4% | +222.3% | -19.0% | +29.6% |
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 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