+50.9%
O vs PSA
+101.3%
-50.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.5% | -3.6% | +0.1% | -1.2% |
| 30D | -3.3% | -9.4% | +6.1% | +2.8% |
| 3M | -2.8% | -8.2% | +5.3% | +2.3% |
| 6M | -5.8% | -1.8% | -3.9% | -5.3% |
| YTD | +9.4% | +15.7% | -6.4% | -1.5% |
| 1Y | +5.7% | +6.3% | -0.6% | +0.2% |
| 3Y | +27.2% | +21.6% | +5.7% | +7.8% |
| 5Y | +17.2% | +13.5% | +3.7% | +0.1% |
| All | +50.9% | +101.3% | -50.4% | -16.3% |
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