+193.4%
B vs PSA
+100.1%
+93.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +2.3% | -0.4% | +2.7% | +2.5% |
| 30D | +1.4% | -8.2% | +9.5% | +3.8% |
| 3M | +12.2% | -2.1% | +14.3% | +12.6% |
| 6M | -2.1% | -0.2% | -1.9% | -2.3% |
| YTD | +2.9% | +18.5% | -15.6% | -1.8% |
| 1Y | +55.3% | +6.6% | +48.7% | +52.0% |
| 3Y | +198.7% | +24.5% | +174.2% | +177.6% |
| 5Y | +153.8% | +13.6% | +140.2% | +139.2% |
| 10Y | +193.4% | +102.0% | +91.5% | +156.0% |
| All | +193.4% | +100.1% | +93.3% | +156.0% |
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