-76.4%
PCG vs PSA
+133.3%
-209.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.2% | -2.1% | -0.2% | -1.4% |
| 30D | -0.5% | +16.2% | -16.7% | -6.7% |
| 3M | -24.0% | +4.3% | -28.3% | -25.3% |
| 6M | -18.6% | +9.9% | -28.5% | -22.0% |
| YTD | -17.7% | +33.3% | -50.9% | -27.3% |
| 1Y | -20.0% | +25.8% | -45.8% | -27.8% |
| 3Y | -20.2% | +54.8% | -75.0% | -34.9% |
| 5Y | +8.4% | +27.5% | -19.2% | -6.0% |
| 10Y | -76.4% | +134.5% | -210.9% | -84.4% |
| All | -76.4% | +133.3% | -209.7% | -84.4% |
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