+710.0%
PH vs PSA
+133.3%
+576.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +6.9% | -2.1% | +8.9% | +7.8% |
| 30D | +1.7% | +16.2% | -14.5% | -4.7% |
| 3M | -8.1% | +4.3% | -12.5% | -10.0% |
| 6M | +11.5% | +9.9% | +1.6% | +6.5% |
| YTD | +11.4% | +33.3% | -21.9% | -2.1% |
| 1Y | +14.1% | +25.8% | -11.7% | +2.7% |
| 3Y | +138.2% | +54.8% | +83.5% | +90.9% |
| 5Y | +216.0% | +27.5% | +188.5% | +171.9% |
| 10Y | +710.0% | +134.5% | +575.4% | +421.9% |
| All | +710.0% | +133.3% | +576.6% | +421.9% |
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 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