+49.6%
PFE vs PSA
+140.2%
-90.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.7% | +1.5% | -6.2% | -5.1% |
| 30D | +3.4% | +16.7% | -13.3% | -1.5% |
| 3M | +9.2% | +4.0% | +5.2% | +7.8% |
| 6M | +15.8% | +10.9% | +5.0% | +11.8% |
| YTD | +23.4% | +34.2% | -10.8% | +11.8% |
| 1Y | +25.8% | +26.6% | -0.8% | +16.1% |
| 3Y | +17.8% | +54.7% | -36.9% | +1.7% |
| 5Y | -20.2% | +30.0% | -50.2% | -28.2% |
| 10Y | +49.6% | +132.7% | -83.1% | +11.0% |
| All | +49.6% | +140.2% | -90.6% | +11.0% |
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