+851.5%
DE vs PSA
+102.6%
+748.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.6% |
| 7D | -2.6% | -1.8% | -0.7% | -1.9% |
| 30D | +9.0% | -8.4% | +17.4% | +12.5% |
| 3M | +19.1% | -7.8% | +27.0% | +22.4% |
| 6M | +14.4% | +0.8% | +13.6% | +13.5% |
| YTD | +45.9% | +16.5% | +29.5% | +37.4% |
| 1Y | +43.6% | +4.7% | +38.9% | +40.2% |
| 3Y | +75.9% | +21.1% | +54.8% | +60.6% |
| 5Y | +98.8% | +14.2% | +84.6% | +81.4% |
| All | +851.5% | +102.6% | +748.9% | +590.0% |
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