+102.0%
PSA vs D
+35.9%
+66.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -0.4% | +0.8% | -1.2% | -0.8% |
| 30D | -8.2% | -0.7% | -7.4% | -7.9% |
| 3M | -2.1% | +2.1% | -4.2% | -3.2% |
| 6M | -0.2% | +6.8% | -7.0% | -3.7% |
| YTD | +18.5% | +16.5% | +2.0% | +9.5% |
| 1Y | +6.6% | +19.2% | -12.6% | -2.8% |
| 3Y | +24.5% | +61.9% | -37.4% | -3.9% |
| 5Y | +13.6% | +6.5% | +7.0% | +7.5% |
| 10Y | +102.0% | +35.3% | +66.7% | +69.0% |
| All | +102.0% | +35.9% | +66.1% | +69.0% |
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