-10.2%
DOW vs PSA
+82.3%
-92.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.4% | -3.6% | +1.3% | -0.9% |
| 30D | -4.1% | -9.4% | +5.3% | -0.2% |
| 3M | -12.4% | -8.2% | -4.2% | -9.6% |
| 6M | -10.6% | -1.8% | -8.8% | -11.2% |
| YTD | +31.1% | +15.7% | +15.3% | +20.8% |
| 1Y | +30.5% | +6.3% | +24.2% | +24.9% |
| 3Y | -34.4% | +21.6% | -56.0% | -41.6% |
| 5Y | -35.5% | +13.5% | -49.0% | -42.8% |
| All | -10.2% | +82.3% | -92.5% | -36.5% |
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