+336.0%
IR vs PSA
+134.7%
+201.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.5% | -1.4% | +4.0% | +3.1% |
| 30D | +9.2% | +15.2% | -6.0% | +3.0% |
| 3M | +0.9% | +2.2% | -1.3% | -0.1% |
| 6M | +19.2% | +11.7% | +7.6% | +13.7% |
| YTD | +7.5% | +32.0% | -24.5% | -3.8% |
| 1Y | +11.7% | +26.3% | -14.5% | +1.8% |
| 3Y | +23.9% | +52.4% | -28.5% | +3.0% |
| 5Y | +46.4% | +26.3% | +20.1% | +29.6% |
| All | +336.0% | +134.7% | +201.3% | +202.1% |
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