+235.3%
DIA vs PSA
+133.1%
+102.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +1.6% | -2.1% | +3.7% | +2.3% |
| 30D | +1.2% | +15.6% | -14.3% | -3.7% |
| 3M | -2.4% | +4.1% | -6.5% | -3.8% |
| 6M | +5.7% | +9.2% | -3.5% | +2.1% |
| YTD | +9.9% | +32.3% | -22.4% | -0.9% |
| 1Y | +9.8% | +26.2% | -16.3% | +0.6% |
| 3Y | +59.8% | +53.7% | +6.1% | +33.6% |
| 5Y | +57.7% | +26.6% | +31.1% | +39.2% |
| All | +235.3% | +133.1% | +102.1% | +130.4% |
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