+163.6%
W vs PSA
+187.0%
-23.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.3% |
| 7D | -4.2% | -3.7% | -0.5% | -1.8% |
| 30D | -7.6% | -7.7% | +0.2% | -2.6% |
| 3M | +37.2% | -0.6% | +37.8% | +37.5% |
| 6M | +26.3% | -0.9% | +27.2% | +26.5% |
| YTD | -1.0% | +18.7% | -19.6% | -12.4% |
| 1Y | +20.1% | +7.6% | +12.4% | +13.0% |
| 3Y | +37.8% | +23.7% | +14.1% | +19.9% |
| 5Y | -63.7% | +13.7% | -77.3% | -66.8% |
| 10Y | +156.3% | +98.9% | +57.5% | +78.7% |
| All | +163.6% | +187.0% | -23.4% | +21.7% |
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