+293.0%
PCAR vs PSA
+140.2%
+152.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +2.9% | +1.5% | +1.4% | +2.5% |
| 30D | -2.1% | +16.7% | -18.8% | -6.9% |
| 3M | -20.4% | +4.0% | -24.4% | -21.4% |
| 6M | -7.0% | +10.9% | -17.8% | -10.2% |
| YTD | -2.6% | +34.2% | -36.9% | -11.4% |
| 1Y | +9.8% | +26.6% | -16.9% | +1.6% |
| 3Y | +37.3% | +54.7% | -17.5% | +18.0% |
| 5Y | +116.4% | +30.0% | +86.4% | +93.2% |
| 10Y | +293.0% | +132.7% | +160.3% | +185.3% |
| All | +293.0% | +140.2% | +152.8% | +185.3% |
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