+101.3%
PSA vs A
+236.6%
-135.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -2.2% | -4.4% | +2.2% | -1.1% |
| 30D | -9.6% | -2.7% | -6.9% | -9.0% |
| 3M | -7.9% | +7.0% | -15.0% | -9.9% |
| 6M | -2.0% | +24.6% | -26.6% | -8.6% |
| YTD | +15.7% | +7.0% | +8.7% | +12.5% |
| 1Y | +5.8% | +15.6% | -9.8% | +0.3% |
| 3Y | +21.6% | +29.9% | -8.4% | +9.5% |
| 5Y | +13.1% | -15.4% | +28.5% | +12.0% |
| 10Y | +101.3% | +248.9% | -147.6% | +48.5% |
| All | +101.3% | +236.6% | -135.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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