+169.3%
KEY vs PSA
+98.4%
+70.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.7% |
| 7D | -0.3% | -2.2% | +1.9% | +0.6% |
| 30D | -3.3% | -9.6% | +6.3% | +0.7% |
| 3M | -0.7% | -7.9% | +7.2% | +2.4% |
| 6M | +12.5% | -2.0% | +14.5% | +12.8% |
| YTD | +8.4% | +15.7% | -7.3% | +1.2% |
| 1Y | +18.4% | +5.8% | +12.7% | +14.5% |
| 3Y | +123.3% | +21.6% | +101.8% | +99.9% |
| 5Y | +38.8% | +13.1% | +25.7% | +25.1% |
| 10Y | +169.3% | +101.3% | +68.0% | +91.1% |
| All | +169.3% | +98.4% | +70.9% | +91.1% |
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