+114.1%
DT vs PSA
+63.3%
+50.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.6% | -1.8% | +0.2% | -1.0% |
| 30D | +3.0% | -8.4% | +11.4% | +6.3% |
| 3M | +26.5% | -7.8% | +34.3% | +30.0% |
| 6M | +35.9% | +0.8% | +35.1% | +34.3% |
| YTD | +17.8% | +16.5% | +1.3% | +9.2% |
| 1Y | +4.1% | +4.7% | -0.7% | +0.6% |
| 3Y | +5.3% | +21.1% | -15.8% | -7.7% |
| 5Y | -27.2% | +14.2% | -41.4% | -35.4% |
| All | +114.1% | +63.3% | +50.8% | +54.3% |
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