+365.6%
NDAQ vs PSA
+101.3%
+264.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -6.8% | -3.6% | -3.1% | -5.3% |
| 30D | -3.2% | -9.4% | +6.2% | +0.8% |
| 3M | +6.5% | -8.2% | +14.7% | +10.3% |
| 6M | +5.7% | -1.8% | +7.6% | +6.0% |
| YTD | -4.6% | +15.7% | -20.4% | -11.2% |
| 1Y | -1.6% | +6.3% | -7.9% | -5.2% |
| 3Y | +86.4% | +21.6% | +64.9% | +65.3% |
| 5Y | +50.3% | +13.5% | +36.9% | +35.1% |
| All | +365.6% | +101.3% | +264.4% | +217.3% |
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