+250.9%
PM vs PSA
+131.0%
+119.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | -6.6% | +0.8% | -7.4% | -6.9% |
| 30D | -3.4% | +15.9% | -19.3% | -8.2% |
| 3M | +5.3% | +4.2% | +1.1% | +3.7% |
| 6M | +15.5% | +10.1% | +5.4% | +11.5% |
| YTD | +24.3% | +33.3% | -9.1% | +11.9% |
| 1Y | +29.7% | +28.2% | +1.4% | +18.3% |
| 3Y | +144.9% | +54.9% | +90.0% | +105.2% |
| 5Y | +159.0% | +28.3% | +130.7% | +127.3% |
| 10Y | +250.9% | +134.1% | +116.9% | +134.5% |
| All | +250.9% | +131.0% | +119.9% | +134.5% |
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