+0.1%
DOW vs PSA
+107.9%
-107.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +5.2% | -1.4% | +6.7% | +5.8% |
| 30D | +13.2% | +15.2% | -2.0% | +6.7% |
| 3M | +10.1% | +2.2% | +7.9% | +8.8% |
| 6M | -13.1% | +11.7% | -24.7% | -17.6% |
| YTD | +46.1% | +32.0% | +14.1% | +27.4% |
| 1Y | +50.0% | +26.3% | +23.7% | +33.5% |
| 3Y | -20.2% | +52.4% | -72.6% | -35.4% |
| 5Y | -27.7% | +26.3% | -54.0% | -38.4% |
| All | +0.1% | +107.9% | -107.8% | -33.1% |
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 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