+177.2%
DLR vs PSA
+101.3%
+75.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.2% |
| 7D | +2.9% | -2.2% | +5.1% | +4.3% |
| 30D | -1.2% | -9.6% | +8.4% | +4.9% |
| 3M | +2.9% | -7.9% | +10.8% | +7.6% |
| 6M | +6.7% | -2.0% | +8.7% | +7.0% |
| YTD | +23.9% | +15.7% | +8.1% | +11.7% |
| 1Y | +18.6% | +5.8% | +12.9% | +12.6% |
| 3Y | +59.7% | +21.6% | +38.1% | +34.8% |
| 5Y | +42.1% | +13.1% | +28.9% | +24.0% |
| All | +177.2% | +101.3% | +75.9% | +60.5% |
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 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