+271.2%
EW vs PSA
+132.6%
+138.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +4.9% | -1.4% | +6.3% | +5.4% |
| 30D | +23.9% | +15.2% | +8.8% | +18.3% |
| 3M | +15.8% | +2.2% | +13.5% | +14.8% |
| 6M | +31.7% | +11.7% | +20.0% | +26.4% |
| YTD | +25.7% | +32.0% | -6.3% | +13.5% |
| 1Y | +24.4% | +26.3% | -1.8% | +14.0% |
| 3Y | +65.9% | +52.4% | +13.5% | +39.5% |
| 5Y | -7.6% | +26.3% | -33.9% | -17.4% |
| All | +271.2% | +132.6% | +138.6% | +172.0% |
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