+934.0%
BE vs PSA
+85.6%
+848.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +9.7% | -3.6% | +13.4% | +11.6% |
| 30D | +22.4% | -9.4% | +31.8% | +28.1% |
| 3M | +10.4% | -8.2% | +18.5% | +12.8% |
| 6M | +67.9% | -1.8% | +69.7% | +65.5% |
| YTD | +197.5% | +15.7% | +181.7% | +167.4% |
| 1Y | +310.6% | +6.3% | +304.3% | +284.2% |
| 3Y | +1,657.2% | +21.6% | +1,635.7% | +1,422.5% |
| 5Y | +1,218.2% | +13.5% | +1,204.7% | +1,097.0% |
| All | +934.0% | +85.6% | +848.3% | +650.3% |
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