+95.1%
F vs PSA
+101.1%
-5.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | +5.3% | -3.7% | +9.0% | +7.1% |
| 30D | +4.6% | -7.7% | +12.3% | +8.3% |
| 3M | -3.7% | -0.6% | -3.1% | -3.8% |
| 6M | +16.8% | -0.9% | +17.7% | +16.6% |
| YTD | +15.3% | +18.7% | -3.4% | +5.8% |
| 1Y | +31.0% | +7.6% | +23.4% | +25.3% |
| 3Y | +45.4% | +23.7% | +21.8% | +28.6% |
| 5Y | +54.7% | +13.7% | +41.0% | +40.9% |
| All | +95.1% | +101.1% | -5.9% | +37.7% |
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