+662.0%
PBR vs PSA
+102.6%
+559.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.0% |
| 7D | +5.4% | -1.8% | +7.2% | +5.9% |
| 30D | +22.9% | -8.4% | +31.2% | +26.0% |
| 3M | +19.6% | -7.8% | +27.5% | +22.2% |
| 6M | +16.5% | +0.8% | +15.7% | +15.1% |
| YTD | +86.7% | +16.5% | +70.2% | +75.2% |
| 1Y | +74.7% | +4.7% | +70.0% | +69.8% |
| 3Y | +102.6% | +21.1% | +81.5% | +83.0% |
| 5Y | +566.6% | +14.2% | +552.4% | +500.2% |
| All | +662.0% | +102.6% | +559.4% | +439.2% |
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