+572.1%
ON vs PSA
+101.3%
+470.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.7% | -3.6% | -1.1% | -3.2% |
| 30D | -13.5% | -9.4% | -4.1% | -9.9% |
| 3M | -36.3% | -8.2% | -28.1% | -34.6% |
| 6M | +17.8% | -1.8% | +19.6% | +16.9% |
| YTD | +29.6% | +15.7% | +13.8% | +19.1% |
| 1Y | +45.8% | +6.3% | +39.5% | +39.3% |
| 3Y | -28.3% | +21.6% | -49.9% | -36.5% |
| 5Y | +49.6% | +13.5% | +36.2% | +35.5% |
| All | +572.1% | +101.3% | +470.8% | +384.8% |
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