+129.9%
PSA vs CAPR
-65.7%
+195.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | -0.2% |
| 7D | -1.4% | +5.9% | -7.3% | -1.5% |
| 30D | +15.2% | +44.6% | -29.4% | +15.0% |
| 3M | +2.2% | +126.4% | -124.2% | +1.9% |
| 6M | +11.7% | -68.6% | +80.2% | +11.8% |
| YTD | +32.0% | -67.0% | +99.0% | +32.1% |
| 1Y | +26.3% | +65.2% | -38.9% | +24.9% |
| 3Y | +52.4% | +235.6% | -183.2% | +50.7% |
| 5Y | +26.3% | +175.4% | -149.2% | +25.2% |
| All | +129.9% | -65.7% | +195.6% | +131.7% |
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