+171.8%
DLR vs PSA
+101.3%
+70.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | -3.6% | +2.4% | +0.9% |
| 30D | -2.9% | -9.4% | +6.5% | +3.0% |
| 3M | +3.2% | -8.2% | +11.4% | +8.1% |
| 6M | +3.9% | -1.8% | +5.7% | +4.1% |
| YTD | +21.4% | +15.7% | +5.7% | +9.5% |
| 1Y | +9.7% | +6.3% | +3.4% | +3.8% |
| 3Y | +56.5% | +21.6% | +35.0% | +32.2% |
| 5Y | +41.5% | +13.5% | +28.1% | +23.2% |
| All | +171.8% | +101.3% | +70.5% | +57.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling