+364.8%
ALL vs PSA
+98.4%
+266.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.9% |
| 7D | -2.2% | -2.2% | 0.0% | -1.5% |
| 30D | -5.6% | -9.6% | +4.0% | -2.2% |
| 3M | +17.2% | -7.9% | +25.2% | +20.6% |
| 6M | +23.2% | -2.0% | +25.2% | +23.7% |
| YTD | +23.6% | +15.7% | +7.9% | +16.6% |
| 1Y | +29.2% | +5.8% | +23.4% | +25.6% |
| 3Y | +153.8% | +21.6% | +132.3% | +130.8% |
| 5Y | +116.1% | +13.1% | +103.0% | +97.7% |
| 10Y | +364.8% | +101.3% | +263.6% | +233.2% |
| All | +364.8% | +98.4% | +266.4% | +233.2% |
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