+132.7%
PSA vs COO
+40.7%
+91.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.5% |
| 7D | +1.5% | +4.3% | -2.8% | +0.2% |
| 30D | +16.7% | +17.6% | -0.9% | +11.1% |
| 3M | +4.0% | -13.9% | +17.9% | +8.1% |
| 6M | +10.9% | +6.6% | +4.3% | +7.7% |
| YTD | +34.2% | -22.0% | +56.2% | +43.2% |
| 1Y | +26.6% | -8.8% | +35.4% | +28.6% |
| 3Y | +54.7% | -21.5% | +76.2% | +60.8% |
| 5Y | +30.0% | -41.0% | +71.0% | +44.1% |
| 10Y | +132.7% | +40.9% | +91.8% | +115.4% |
| All | +132.7% | +40.7% | +91.9% | +115.4% |
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