+5,831.7%
FIX vs PSA
+101.1%
+5,730.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +6.0% | -3.7% | +9.7% | +7.6% |
| 30D | -7.2% | -7.7% | +0.5% | -4.3% |
| 3M | -15.9% | -0.6% | -15.2% | -16.7% |
| 6M | +12.7% | -0.9% | +13.7% | +11.8% |
| YTD | +72.8% | +18.7% | +54.1% | +58.3% |
| 1Y | +122.9% | +7.6% | +115.3% | +111.8% |
| 3Y | +774.3% | +23.7% | +750.7% | +651.6% |
| 5Y | +2,049.5% | +13.7% | +2,035.8% | +1,785.8% |
| All | +5,831.7% | +101.1% | +5,730.7% | +3,696.8% |
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