+368.4%
ALL vs PSA
+131.0%
+237.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.5% | +3.1% |
| 7D | -0.1% | +0.8% | -0.9% | -0.4% |
| 30D | +13.8% | +15.9% | -2.1% | +8.0% |
| 3M | -2.8% | +4.2% | -7.0% | -4.2% |
| 6M | +23.7% | +10.1% | +13.5% | +19.3% |
| YTD | +27.3% | +33.3% | -6.1% | +14.1% |
| 1Y | +30.5% | +28.2% | +2.3% | +18.7% |
| 3Y | +113.0% | +54.9% | +58.1% | +77.1% |
| 5Y | +157.6% | +28.3% | +129.2% | +125.6% |
| 10Y | +368.4% | +134.1% | +234.3% | +216.1% |
| All | +368.4% | +131.0% | +237.3% | +216.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling