+3,800.0%
FIX vs PSA
+140.2%
+3,659.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.3% |
| 7D | -7.2% | +1.5% | -8.7% | -7.9% |
| 30D | -35.1% | +16.7% | -51.8% | -39.3% |
| 3M | -34.3% | +4.0% | -38.3% | -35.7% |
| 6M | -42.9% | +10.9% | -53.8% | -46.2% |
| YTD | +19.5% | +34.2% | -14.8% | +3.6% |
| 1Y | +16.8% | +26.6% | -9.9% | +3.6% |
| 3Y | +506.7% | +54.7% | +452.0% | +368.6% |
| 5Y | +1,046.7% | +30.0% | +1,016.7% | +846.7% |
| 10Y | +3,800.0% | +132.7% | +3,667.3% | +2,285.8% |
| All | +3,800.0% | +140.2% | +3,659.8% | +2,285.8% |
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