+67.9%
PPL vs PSA
+132.6%
-64.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -0.4% | -1.4% | +1.1% | +0.3% |
| 30D | +2.6% | +15.2% | -12.5% | -3.9% |
| 3M | +0.8% | +2.2% | -1.4% | -0.4% |
| 6M | +1.4% | +11.7% | -10.2% | -3.9% |
| YTD | +4.3% | +32.0% | -27.7% | -9.3% |
| 1Y | +0.8% | +26.3% | -25.5% | -10.6% |
| 3Y | +57.9% | +52.4% | +5.5% | +25.0% |
| 5Y | +48.3% | +26.3% | +22.0% | +25.6% |
| All | +67.9% | +132.6% | -64.7% | -1.5% |
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