+208.6%
B vs PSA
+131.0%
+77.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -5.9% |
| 7D | +7.1% | +0.8% | +6.4% | +7.0% |
| 30D | -3.3% | +15.9% | -19.2% | -7.3% |
| 3M | -2.5% | +4.2% | -6.7% | -3.7% |
| 6M | -7.2% | +10.1% | -17.4% | -10.0% |
| YTD | -7.4% | +33.3% | -40.7% | -14.6% |
| 1Y | +16.4% | +28.2% | -11.8% | +8.4% |
| 3Y | +178.7% | +54.9% | +123.8% | +144.3% |
| 5Y | +121.7% | +28.3% | +93.4% | +102.0% |
| 10Y | +208.6% | +134.1% | +74.6% | +151.5% |
| All | +208.6% | +131.0% | +77.6% | +151.5% |
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