+8,272.6%
WFC vs PSA
+15,943.7%
-7,671.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -2.1% | +0.8% | -0.2% |
| 30D | +3.6% | +16.2% | -12.6% | -4.3% |
| 3M | -1.3% | +4.3% | -5.6% | -3.7% |
| 6M | +18.0% | +9.9% | +8.1% | +11.6% |
| YTD | -5.9% | +33.3% | -39.1% | -20.3% |
| 1Y | +1.8% | +25.8% | -24.0% | -11.1% |
| 3Y | +125.0% | +54.8% | +70.2% | +69.8% |
| 5Y | +92.0% | +27.5% | +64.4% | +55.4% |
| 10Y | +117.9% | +134.5% | -16.6% | +18.8% |
| All | +8,272.6% | +15,943.7% | -7,671.2% | +1,883.1% |
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