+3,653.2%
FIX vs PSA
+142.4%
+3,510.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.8% |
| 7D | -17.5% | +3.9% | -21.4% | -18.8% |
| 30D | -41.6% | +19.7% | -61.2% | -45.9% |
| 3M | -40.6% | +4.3% | -44.8% | -42.0% |
| 6M | -49.4% | +11.4% | -60.7% | -52.4% |
| YTD | +9.2% | +33.9% | -24.8% | -5.3% |
| 1Y | +6.5% | +28.3% | -21.8% | -6.1% |
| 3Y | +448.7% | +53.5% | +395.2% | +325.4% |
| 5Y | +948.7% | +30.6% | +918.1% | +763.4% |
| All | +3,653.2% | +142.4% | +3,510.8% | +2,205.2% |
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