+46.2%
PFE vs PSA
+131.0%
-84.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | +5.3% | +15.9% | -10.6% | +0.5% |
| 3M | +10.1% | +4.2% | +5.9% | +8.6% |
| 6M | +18.0% | +10.1% | +7.9% | +14.2% |
| YTD | +25.8% | +33.3% | -7.5% | +14.1% |
| 1Y | +28.4% | +28.2% | +0.2% | +18.0% |
| 3Y | +20.9% | +54.9% | -33.9% | +4.3% |
| 5Y | -21.5% | +28.3% | -49.8% | -29.1% |
| 10Y | +46.2% | +134.1% | -87.8% | +8.0% |
| All | +46.2% | +131.0% | -84.8% | +8.0% |
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