+100.5%
PSA vs DD
+66.6%
+33.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.8% | -3.5% | +1.7% | -1.1% |
| 30D | -8.4% | -11.7% | +3.3% | -6.0% |
| 3M | -7.8% | -9.2% | +1.4% | -6.1% |
| 6M | +0.8% | -7.2% | +8.0% | +2.0% |
| YTD | +16.5% | +6.6% | +9.9% | +14.4% |
| 1Y | +4.7% | +32.0% | -27.3% | -1.9% |
| 3Y | +21.1% | +42.1% | -21.1% | +10.0% |
| 5Y | +14.2% | +58.1% | -43.9% | +0.4% |
| All | +100.5% | +66.6% | +33.9% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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