+3,472.7%
DLR vs PSA
+1,293.5%
+2,179.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | +0.3% | +0.8% | -0.4% | -0.2% |
| 30D | +1.2% | +15.9% | -14.7% | -9.2% |
| 3M | -4.8% | +4.2% | -9.0% | -8.0% |
| 6M | -6.1% | +10.1% | -16.3% | -13.3% |
| YTD | +19.3% | +33.3% | -14.0% | -4.7% |
| 1Y | +10.0% | +28.2% | -18.3% | -9.9% |
| 3Y | +53.8% | +54.9% | -1.1% | +6.2% |
| 5Y | +39.1% | +28.3% | +10.8% | +8.3% |
| 10Y | +188.1% | +134.1% | +54.1% | +37.5% |
| All | +3,472.7% | +1,293.5% | +2,179.1% | +394.7% |
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