+277.0%
IR vs PSA
+105.8%
+171.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.1% |
| 7D | -1.9% | -2.2% | +0.3% | -1.0% |
| 30D | -15.0% | -9.6% | -5.5% | -11.5% |
| 3M | -0.4% | -7.9% | +7.5% | +2.8% |
| 6M | -15.0% | -2.0% | -13.1% | -14.4% |
| YTD | -7.1% | +15.7% | -22.8% | -12.1% |
| 1Y | -7.5% | +5.8% | -13.3% | -9.7% |
| 3Y | +6.3% | +21.6% | -15.3% | -3.2% |
| 5Y | +37.3% | +13.1% | +24.2% | +27.5% |
| All | +277.0% | +105.8% | +171.3% | +176.0% |
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