+121.4%
DAL vs PSA
+133.3%
-11.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +2.3% | -2.1% | +4.4% | +3.2% |
| 30D | +14.3% | +16.2% | -1.9% | +7.8% |
| 3M | +1.3% | +4.3% | -3.0% | -0.4% |
| 6M | +29.3% | +9.9% | +19.4% | +24.3% |
| YTD | +33.0% | +33.3% | -0.3% | +18.4% |
| 1Y | +59.8% | +25.8% | +34.0% | +45.5% |
| 3Y | +177.2% | +54.8% | +122.4% | +129.0% |
| 5Y | +118.4% | +27.5% | +90.8% | +90.7% |
| 10Y | +121.4% | +134.5% | -13.1% | +47.6% |
| All | +121.4% | +133.3% | -11.9% | +47.6% |
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