+8,627.7%
WFC vs PSA
+14,185.8%
-5,558.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | +3.8% | -3.7% | +7.5% | +5.8% |
| 30D | +1.5% | -7.7% | +9.2% | +5.7% |
| 3M | +10.9% | -0.6% | +11.5% | +10.7% |
| 6M | +8.4% | -0.9% | +9.3% | +7.9% |
| YTD | -1.9% | +18.7% | -20.5% | -11.6% |
| 1Y | +12.3% | +7.6% | +4.7% | +6.2% |
| 3Y | +132.3% | +23.7% | +108.7% | +97.4% |
| 5Y | +130.1% | +13.7% | +116.4% | +97.0% |
| 10Y | +134.4% | +98.9% | +35.5% | +39.1% |
| All | +8,627.7% | +14,185.8% | -5,558.1% | +2,098.7% |
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