+214.8%
B vs PSA
+132.6%
+82.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -7.3% | -1.4% | -5.9% | -6.9% |
| 30D | -3.3% | +15.2% | -18.5% | -7.2% |
| 3M | -7.8% | +2.2% | -10.0% | -8.4% |
| 6M | -15.5% | +11.7% | -27.2% | -18.4% |
| YTD | -12.3% | +32.0% | -44.3% | -18.9% |
| 1Y | +5.4% | +26.3% | -20.9% | -1.5% |
| 3Y | +165.5% | +52.4% | +113.2% | +133.8% |
| 5Y | +107.0% | +26.3% | +80.8% | +89.4% |
| All | +214.8% | +132.6% | +82.3% | +158.4% |
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