+132.7%
PSA vs D
+42.1%
+90.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +1.5% | +0.8% | +0.7% | +1.1% |
| 30D | +16.7% | +10.7% | +6.0% | +11.0% |
| 3M | +4.0% | +2.3% | +1.7% | +2.8% |
| 6M | +10.9% | +12.5% | -1.6% | +4.3% |
| YTD | +34.2% | +20.1% | +14.1% | +22.3% |
| 1Y | +26.6% | +15.6% | +11.1% | +17.4% |
| 3Y | +54.7% | +75.2% | -20.4% | +15.6% |
| 5Y | +30.0% | +14.6% | +15.4% | +18.9% |
| 10Y | +132.7% | +43.8% | +88.9% | +93.4% |
| All | +132.7% | +42.1% | +90.5% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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