-63.7%
XYZ vs PSA
+26.3%
-90.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +3.0% |
| 7D | -1.1% | -1.4% | +0.4% | -0.1% |
| 30D | +11.5% | +15.2% | -3.7% | +2.0% |
| 3M | +1.8% | +2.2% | -0.4% | +0.4% |
| 6M | +21.2% | +11.7% | +9.5% | +12.0% |
| YTD | +29.9% | +32.0% | -2.1% | +6.6% |
| 1Y | +35.8% | +26.3% | +9.5% | +14.6% |
| 3Y | +62.6% | +52.4% | +10.2% | +9.0% |
| All | -63.7% | +26.3% | -90.0% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling