+417.5%
LIN vs PSA
+142.4%
+275.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.8% |
| 7D | +0.2% | +3.9% | -3.7% | -1.1% |
| 30D | +6.5% | +19.7% | -13.2% | +0.2% |
| 3M | +5.5% | +4.3% | +1.2% | +3.9% |
| 6M | +3.3% | +11.4% | -8.0% | -0.7% |
| YTD | +22.0% | +33.9% | -11.9% | +9.6% |
| 1Y | +25.7% | +28.3% | -2.5% | +14.6% |
| 3Y | +36.2% | +53.5% | -17.2% | +14.4% |
| 5Y | +66.1% | +30.6% | +35.4% | +45.8% |
| All | +417.5% | +142.4% | +275.1% | +260.2% |
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