+125.7%
WFC vs PSA
+55.8%
+69.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -2.1% | +0.8% | -0.9% |
| 30D | +3.6% | +16.2% | -12.6% | +0.6% |
| 3M | -1.3% | +4.3% | -5.6% | -2.3% |
| 6M | +18.0% | +9.9% | +8.1% | +15.6% |
| YTD | -5.9% | +33.3% | -39.1% | -11.3% |
| 1Y | +1.8% | +25.8% | -24.0% | -3.1% |
| All | +125.7% | +55.8% | +69.9% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling