+359.1%
PCAR vs PSA
+100.1%
+259.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | 0.0% | -0.4% | +0.5% | +0.2% |
| 30D | -7.7% | -8.2% | +0.4% | -5.2% |
| 3M | +3.7% | -2.1% | +5.8% | +4.3% |
| 6M | +2.3% | -0.2% | +2.5% | +2.2% |
| YTD | +12.8% | +18.5% | -5.7% | +7.0% |
| 1Y | +27.8% | +6.6% | +21.2% | +24.9% |
| 3Y | +61.8% | +24.5% | +37.3% | +49.0% |
| 5Y | +168.2% | +13.6% | +154.6% | +150.1% |
| 10Y | +359.1% | +102.0% | +257.1% | +250.8% |
| All | +359.1% | +100.1% | +259.0% | +250.8% |
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