+132.7%
PSA vs CAPR
-64.9%
+197.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.4% | -9.2% | +0.2% |
| 7D | +1.5% | +36.0% | -34.6% | +1.4% |
| 30D | +16.7% | +25.8% | -9.1% | +16.5% |
| 3M | +4.0% | +140.8% | -136.8% | +3.6% |
| 6M | +10.9% | -67.6% | +78.4% | +11.0% |
| YTD | +34.2% | -65.9% | +100.1% | +34.3% |
| 1Y | +26.6% | +66.1% | -39.5% | +25.3% |
| 3Y | +54.7% | +256.9% | -202.2% | +53.0% |
| 5Y | +30.0% | +172.1% | -142.1% | +28.8% |
| 10Y | +132.7% | -64.7% | +197.3% | +133.7% |
| All | +132.7% | -64.9% | +197.6% | +133.7% |
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