+292.4%
PCAR vs PSA
+134.8%
+157.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +2.2% | -2.1% | +4.2% | +2.9% |
| 30D | +0.3% | +16.2% | -15.9% | -4.4% |
| 3M | -17.9% | +4.3% | -22.3% | -19.1% |
| 6M | -3.4% | +9.9% | -13.3% | -6.5% |
| YTD | -0.1% | +33.3% | -33.4% | -8.9% |
| 1Y | +13.4% | +25.8% | -12.4% | +5.2% |
| 3Y | +37.2% | +54.8% | -17.6% | +17.9% |
| 5Y | +117.3% | +27.5% | +89.8% | +95.1% |
| All | +292.4% | +134.8% | +157.7% | +183.3% |
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