+102.0%
PSA vs CAPR
-77.1%
+179.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.1% |
| 7D | -0.4% | -9.5% | +9.1% | -0.4% |
| 30D | -8.2% | +121.5% | -129.7% | -8.4% |
| 3M | -2.1% | -65.4% | +63.2% | -2.0% |
| 6M | -0.2% | -67.5% | +67.3% | -0.1% |
| YTD | +18.5% | -68.6% | +87.1% | +18.6% |
| 1Y | +6.6% | +42.7% | -36.1% | +5.5% |
| 3Y | +24.5% | +43.4% | -18.9% | +23.0% |
| 5Y | +13.6% | +86.0% | -72.4% | +12.5% |
| 10Y | +102.0% | -77.4% | +179.4% | +102.1% |
| All | +102.0% | -77.1% | +179.1% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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