+134.5%
PSA vs ACWI
+227.3%
-92.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.7% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | +16.2% | -2.0% | +18.2% | +17.4% |
| 3M | +4.3% | -2.2% | +6.5% | +5.5% |
| 6M | +9.9% | +1.9% | +8.0% | +8.1% |
| YTD | +33.3% | +12.0% | +21.3% | +24.0% |
| 1Y | +25.8% | +12.5% | +13.3% | +16.7% |
| 3Y | +54.8% | +75.4% | -20.6% | +9.5% |
| 5Y | +27.5% | +61.5% | -34.0% | -6.5% |
| 10Y | +134.5% | +227.1% | -92.6% | +18.6% |
| All | +134.5% | +227.3% | -92.8% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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