+523.3%
ON vs PSA
+132.6%
+390.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +12.2% | -1.4% | +13.7% | +12.9% |
| 30D | -3.1% | +15.2% | -18.3% | -9.1% |
| 3M | -12.9% | +2.2% | -15.1% | -14.0% |
| 6M | -38.6% | +11.7% | -50.3% | -42.4% |
| YTD | +31.2% | +32.0% | -0.8% | +13.5% |
| 1Y | +47.6% | +26.3% | +21.4% | +30.4% |
| 3Y | +6.6% | +52.4% | -45.7% | -14.9% |
| 5Y | +21.3% | +26.3% | -5.0% | +4.2% |
| All | +523.3% | +132.6% | +390.7% | +308.1% |
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