+31.9%
DIS vs PSA
+132.6%
-100.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.9% | -1.4% | +3.3% | +2.4% |
| 30D | +9.2% | +15.2% | -6.0% | +4.0% |
| 3M | +13.5% | +2.2% | +11.3% | +12.6% |
| 6M | +14.3% | +11.7% | +2.6% | +10.0% |
| YTD | +5.4% | +32.0% | -26.6% | -4.1% |
| 1Y | +12.2% | +26.3% | -14.1% | +3.5% |
| 3Y | +37.2% | +52.4% | -15.2% | +16.5% |
| 5Y | -23.1% | +26.3% | -49.4% | -31.3% |
| All | +31.9% | +132.6% | -100.7% | -4.1% |
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