+63.6%
DIA vs PSA
+10.8%
+52.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.1% |
| 7D | -1.2% | -2.2% | +1.0% | -0.6% |
| 30D | -2.7% | -9.6% | +6.9% | +0.1% |
| 3M | +3.3% | -7.9% | +11.2% | +5.6% |
| 6M | +10.4% | -2.0% | +12.4% | +10.6% |
| YTD | +10.0% | +15.7% | -5.8% | +4.7% |
| 1Y | +16.2% | +5.8% | +10.4% | +13.4% |
| 3Y | +58.7% | +21.6% | +37.2% | +45.9% |
| 5Y | +63.6% | +13.1% | +50.4% | +55.5% |
| All | +63.6% | +10.8% | +52.7% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling