+128.1%
DAL vs PSA
+140.2%
-12.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.2% |
| 7D | +10.0% | +1.5% | +8.6% | +9.5% |
| 30D | +12.0% | +16.7% | -4.6% | +5.5% |
| 3M | +0.8% | +4.0% | -3.2% | -0.8% |
| 6M | +26.2% | +10.9% | +15.3% | +20.9% |
| YTD | +33.7% | +34.2% | -0.5% | +18.7% |
| 1Y | +57.6% | +26.6% | +30.9% | +43.1% |
| 3Y | +183.5% | +54.7% | +128.7% | +134.3% |
| 5Y | +114.2% | +30.0% | +84.1% | +85.7% |
| 10Y | +128.1% | +132.7% | -4.5% | +52.7% |
| All | +128.1% | +140.2% | -12.1% | +52.7% |
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