+125.6%
EW vs PSA
+98.4%
+27.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | -5.1% | -2.2% | -2.9% | -4.4% |
| 30D | -6.4% | -9.6% | +3.2% | -3.2% |
| 3M | -1.6% | -7.9% | +6.4% | +1.0% |
| 6M | +2.3% | -2.0% | +4.3% | +2.4% |
| YTD | +1.1% | +15.7% | -14.7% | -4.6% |
| 1Y | +8.0% | +5.8% | +2.2% | +4.9% |
| 3Y | +16.3% | +21.6% | -5.2% | +5.8% |
| 5Y | -29.4% | +13.1% | -42.5% | -34.5% |
| 10Y | +125.6% | +101.3% | +24.3% | +68.3% |
| All | +125.6% | +98.4% | +27.2% | +68.3% |
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