+554.0%
XYZ vs PSA
+123.1%
+430.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.2% |
| 7D | +12.1% | +3.9% | +8.2% | +10.1% |
| 30D | +12.4% | +19.7% | -7.3% | +2.5% |
| 3M | +8.2% | +4.3% | +3.9% | +5.9% |
| 6M | +20.7% | +11.4% | +9.3% | +13.6% |
| YTD | +31.3% | +33.9% | -2.6% | +11.8% |
| 1Y | +20.5% | +28.3% | -7.8% | +4.6% |
| 3Y | +72.6% | +53.5% | +19.1% | +32.4% |
| 5Y | -64.0% | +30.6% | -94.6% | -69.6% |
| 10Y | +601.8% | +145.8% | +456.0% | +366.8% |
| All | +554.0% | +123.1% | +430.9% | +319.7% |
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