-76.7%
PCG vs PSA
+140.2%
-216.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.1% | +1.5% | -2.5% | -1.7% |
| 30D | +0.1% | +16.7% | -16.6% | -6.3% |
| 3M | -24.4% | +4.0% | -28.5% | -25.7% |
| 6M | -17.7% | +10.9% | -28.5% | -21.3% |
| YTD | -17.4% | +34.2% | -51.6% | -27.3% |
| 1Y | -19.4% | +26.6% | -46.0% | -27.4% |
| 3Y | -18.6% | +54.7% | -73.3% | -33.6% |
| 5Y | +10.2% | +30.0% | -19.8% | -5.2% |
| 10Y | -76.7% | +132.7% | -209.3% | -84.6% |
| All | -76.7% | +140.2% | -216.9% | -84.6% |
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