+157.2%
EXC vs PSA
+101.3%
+55.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | -3.6% | +2.0% | +0.1% |
| 30D | -2.4% | -9.4% | +7.0% | +2.3% |
| 3M | -4.0% | -8.2% | +4.2% | 0.0% |
| 6M | -9.8% | -1.8% | -7.9% | -9.5% |
| YTD | +2.3% | +15.7% | -13.4% | -5.8% |
| 1Y | +3.8% | +6.3% | -2.4% | -0.5% |
| 3Y | +19.7% | +21.6% | -1.8% | +4.1% |
| 5Y | +45.6% | +13.5% | +32.2% | +28.0% |
| All | +157.2% | +101.3% | +55.9% | +58.5% |
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