+40.9%
XYZ vs PSA
+23.9%
+17.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -1.0% | -3.7% | +2.7% | +0.7% |
| 30D | -1.7% | -7.7% | +6.0% | +2.0% |
| 3M | +16.7% | -0.6% | +17.3% | +16.6% |
| 6M | +26.9% | -0.9% | +27.8% | +26.4% |
| YTD | +27.1% | +18.7% | +8.5% | +16.4% |
| 1Y | +9.3% | +7.6% | +1.6% | +4.5% |
| All | +40.9% | +23.9% | +17.0% | +5.7% |
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 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