+209.8%
W vs PSA
+224.7%
-14.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +3.3% | +1.5% | +1.8% | +2.5% |
| 30D | +10.5% | +16.7% | -6.1% | 0.0% |
| 3M | +9.6% | +4.0% | +5.6% | +6.7% |
| 6M | +76.4% | +10.9% | +65.5% | +64.5% |
| YTD | +16.4% | +34.2% | -17.8% | -5.2% |
| 1Y | +9.3% | +26.6% | -17.3% | -7.7% |
| 3Y | +172.8% | +54.7% | +118.1% | +105.4% |
| 5Y | -53.4% | +30.0% | -83.4% | -60.9% |
| 10Y | +243.6% | +132.7% | +111.0% | +117.4% |
| All | +209.8% | +224.7% | -14.8% | +31.8% |
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