+67.1%
PSA vs COMP
-52.0%
+119.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -1.4% | 0.0% | -1.4% | -1.5% |
| 30D | +15.2% | +16.6% | -1.4% | +13.5% |
| 3M | +2.2% | -23.5% | +25.7% | +4.1% |
| 6M | +11.7% | +25.7% | -14.1% | +8.8% |
| YTD | +32.0% | -3.4% | +35.4% | +30.2% |
| 1Y | +26.3% | +7.6% | +18.7% | +23.4% |
| 3Y | +52.4% | +423.6% | -371.2% | +27.4% |
| 5Y | +26.3% | -10.6% | +36.9% | +8.2% |
| All | +67.1% | -52.0% | +119.1% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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