+58.1%
XYZ vs PSA
+54.7%
+3.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -2.1% | -2.1% | 0.0% | -1.2% |
| 30D | +7.0% | +15.6% | -8.6% | +0.8% |
| 3M | +5.1% | +4.1% | +1.0% | +3.4% |
| 6M | +14.1% | +9.2% | +4.9% | +9.6% |
| YTD | +26.4% | +32.3% | -5.9% | +11.6% |
| 1Y | +25.1% | +26.2% | -1.1% | +12.7% |
| All | +58.1% | +54.7% | +3.5% | +19.0% |
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