+5.6%
XYZ vs PSA
+6.5%
-0.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +2.9% | -0.4% | +3.3% | +3.0% |
| 30D | +1.4% | -8.2% | +9.6% | +4.0% |
| 3M | +14.6% | -2.1% | +16.7% | +15.1% |
| 6M | +20.8% | -0.2% | +21.0% | +18.9% |
| YTD | +23.1% | +18.5% | +4.6% | +20.0% |
| 1Y | +5.6% | +6.6% | -0.9% | +3.5% |
| All | +5.6% | +6.5% | -0.9% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling