+3,617.4%
DLR vs PSA
+1,138.4%
+2,479.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +3.4% | -0.4% | +3.8% | +3.7% |
| 30D | -2.2% | -8.2% | +5.9% | +3.7% |
| 3M | +4.7% | -2.1% | +6.9% | +5.7% |
| 6M | +9.0% | -0.2% | +9.2% | +8.0% |
| YTD | +24.1% | +18.5% | +5.6% | +8.2% |
| 1Y | +20.9% | +6.6% | +14.4% | +13.1% |
| 3Y | +60.0% | +24.5% | +35.6% | +29.8% |
| 5Y | +35.3% | +13.6% | +21.7% | +15.2% |
| 10Y | +165.8% | +102.0% | +63.8% | +41.7% |
| All | +3,617.4% | +1,138.4% | +2,479.0% | +462.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling