+79.1%
PEP vs PSA
+98.4%
-19.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.4% |
| 7D | -1.7% | -2.2% | +0.5% | -0.8% |
| 30D | +0.3% | -9.6% | +9.9% | +4.3% |
| 3M | -3.2% | -7.9% | +4.7% | -0.1% |
| 6M | -13.6% | -2.0% | -11.6% | -13.1% |
| YTD | -1.9% | +15.7% | -17.6% | -7.7% |
| 1Y | -0.6% | +5.8% | -6.4% | -3.3% |
| 3Y | -13.6% | +21.6% | -35.2% | -21.7% |
| 5Y | +3.2% | +13.1% | -9.9% | -6.0% |
| 10Y | +79.1% | +101.3% | -22.2% | +23.9% |
| All | +79.1% | +98.4% | -19.3% | +23.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling