-37.4%
DOCS vs PSA
+41.1%
-78.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -1.3% | +7.4% | -8.7% | -4.3% |
| 30D | +19.4% | +19.1% | +0.3% | +10.6% |
| 3M | +53.4% | +5.1% | +48.3% | +50.1% |
| 6M | +28.8% | +16.2% | +12.6% | +20.4% |
| YTD | -25.1% | +35.2% | -60.2% | -35.5% |
| 1Y | -48.1% | +27.1% | -75.3% | -54.0% |
| 3Y | +51.4% | +51.7% | -0.3% | +20.0% |
| 5Y | -51.1% | +31.8% | -82.9% | -59.2% |
| All | -37.4% | +41.1% | -78.5% | -50.4% |
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 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