+3,759.0%
FIX vs PSA
+133.3%
+3,625.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +6.4% | -2.1% | +8.5% | +7.3% |
| 30D | -29.1% | +16.2% | -45.3% | -33.6% |
| 3M | -31.1% | +4.3% | -35.5% | -32.8% |
| 6M | -42.8% | +9.9% | -52.7% | -45.9% |
| YTD | +24.6% | +33.3% | -8.6% | +8.3% |
| 1Y | +21.9% | +25.8% | -3.9% | +8.5% |
| 3Y | +524.9% | +54.8% | +470.1% | +381.8% |
| 5Y | +1,092.2% | +27.5% | +1,064.7% | +892.9% |
| 10Y | +3,759.0% | +134.5% | +3,624.5% | +2,246.0% |
| All | +3,759.0% | +133.3% | +3,625.7% | +2,246.0% |
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