+412.1%
LIN vs PSA
+131.0%
+281.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +2.0% | +0.8% | +1.2% | +1.7% |
| 30D | +7.9% | +15.9% | -8.0% | +2.6% |
| 3M | +6.3% | +4.2% | +2.1% | +4.7% |
| 6M | +6.5% | +10.1% | -3.6% | +2.7% |
| YTD | +23.6% | +33.3% | -9.8% | +11.1% |
| 1Y | +25.7% | +28.2% | -2.5% | +14.5% |
| 3Y | +35.6% | +54.9% | -19.3% | +13.4% |
| 5Y | +65.9% | +28.3% | +37.5% | +46.5% |
| 10Y | +412.1% | +134.1% | +278.0% | +255.4% |
| All | +412.1% | +131.0% | +281.0% | +255.4% |
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