+696.1%
PH vs PSA
+133.1%
+563.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +7.4% | -2.1% | +9.5% | +8.3% |
| 30D | +0.5% | +15.6% | -15.1% | -5.6% |
| 3M | -10.2% | +4.1% | -14.3% | -12.0% |
| 6M | +8.9% | +9.2% | -0.3% | +4.3% |
| YTD | +9.7% | +32.3% | -22.6% | -3.3% |
| 1Y | +12.8% | +26.2% | -13.3% | +1.5% |
| 3Y | +134.6% | +53.7% | +80.9% | +88.5% |
| 5Y | +204.5% | +26.6% | +178.0% | +162.9% |
| All | +696.1% | +133.1% | +563.0% | +414.6% |
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