-38.0%
DOCS vs PSA
+40.1%
-78.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | 0.0% | +1.5% | -1.5% | -0.6% |
| 30D | +7.8% | +16.7% | -8.9% | +0.7% |
| 3M | +20.0% | +4.0% | +15.9% | +17.9% |
| 6M | +26.5% | +10.9% | +15.7% | +20.8% |
| YTD | -25.8% | +34.2% | -60.0% | -35.9% |
| 1Y | -39.5% | +26.6% | -66.1% | -46.1% |
| 3Y | +60.3% | +54.7% | +5.6% | +25.8% |
| 5Y | -57.0% | +30.0% | -87.1% | -63.9% |
| All | -38.0% | +40.1% | -78.1% | -50.7% |
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 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