+122.8%
DAL vs PSA
+142.4%
-19.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.5% |
| 7D | +8.8% | +3.9% | +4.9% | +7.2% |
| 30D | +5.4% | +19.7% | -14.3% | -1.8% |
| 3M | -4.9% | +4.3% | -9.2% | -6.5% |
| 6M | +19.8% | +11.4% | +8.5% | +14.6% |
| YTD | +27.0% | +33.9% | -7.0% | +12.9% |
| 1Y | +52.5% | +28.3% | +24.2% | +37.8% |
| 3Y | +173.8% | +53.5% | +120.4% | +127.1% |
| 5Y | +104.5% | +30.6% | +73.9% | +77.1% |
| All | +122.8% | +142.4% | -19.6% | +48.6% |
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