+101.3%
PSA vs COO
+36.7%
+64.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.2% | +3.9% | -0.4% |
| 7D | -2.2% | -9.0% | +6.7% | +0.6% |
| 30D | -9.6% | -16.8% | +7.3% | -4.3% |
| 3M | -7.9% | -7.5% | -0.4% | -5.9% |
| 6M | -2.0% | -16.3% | +14.3% | +3.1% |
| YTD | +15.7% | -22.5% | +38.3% | +24.6% |
| 1Y | +5.8% | -7.0% | +12.8% | +7.2% |
| 3Y | +21.6% | -27.5% | +49.0% | +30.2% |
| 5Y | +13.1% | -43.3% | +56.4% | +27.6% |
| 10Y | +101.3% | +37.6% | +63.7% | +80.7% |
| All | +101.3% | +36.7% | +64.5% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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