+227.5%
LOW vs PSA
+102.6%
+124.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -3.7% | -1.8% | -1.9% | -2.9% |
| 30D | -8.9% | -8.4% | -0.5% | -4.9% |
| 3M | -10.4% | -7.8% | -2.6% | -6.7% |
| 6M | -19.4% | +0.8% | -20.2% | -19.6% |
| YTD | -17.1% | +16.5% | -33.6% | -22.9% |
| 1Y | -26.3% | +4.7% | -31.0% | -28.0% |
| 3Y | -9.9% | +21.1% | -30.9% | -18.6% |
| 5Y | +6.1% | +14.2% | -8.1% | -3.0% |
| All | +227.5% | +102.6% | +124.9% | +130.9% |
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