+36.6%
DIS vs PSA
+140.2%
-103.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +5.3% | +1.5% | +3.8% | +4.8% |
| 30D | +10.2% | +16.7% | -6.4% | +4.6% |
| 3M | +13.5% | +4.0% | +9.5% | +12.0% |
| 6M | +11.1% | +10.9% | +0.3% | +7.2% |
| YTD | +5.5% | +34.2% | -28.7% | -4.5% |
| 1Y | +9.1% | +26.6% | -17.5% | +0.5% |
| 3Y | +36.0% | +54.7% | -18.7% | +15.0% |
| 5Y | -29.8% | +30.0% | -59.9% | -37.9% |
| 10Y | +36.6% | +132.7% | -96.0% | -1.0% |
| All | +36.6% | +140.2% | -103.6% | -1.0% |
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