+60.2%
PPL vs PSA
+142.4%
-82.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | +0.4% | +3.9% | -3.5% | -1.4% |
| 30D | +5.4% | +19.7% | -14.2% | -2.9% |
| 3M | +4.3% | +4.3% | 0.0% | +2.1% |
| 6M | -1.3% | +11.4% | -12.7% | -6.4% |
| YTD | +4.7% | +33.9% | -29.3% | -9.5% |
| 1Y | +1.3% | +28.3% | -27.0% | -10.8% |
| 3Y | +57.2% | +53.5% | +3.7% | +24.1% |
| 5Y | +48.2% | +30.6% | +17.6% | +23.4% |
| All | +60.2% | +142.4% | -82.2% | -6.9% |
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