+129.9%
PSA vs DG
+105.2%
+24.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | +15.2% | +3.2% | +11.9% | +14.5% |
| 3M | +2.2% | +10.4% | -8.2% | +0.3% |
| 6M | +11.7% | +33.2% | -21.5% | +6.2% |
| YTD | +32.0% | +3.0% | +29.0% | +30.5% |
| 1Y | +26.3% | +31.2% | -4.9% | +19.7% |
| 3Y | +52.4% | +21.8% | +30.5% | +41.6% |
| 5Y | +26.3% | -35.0% | +61.2% | +32.9% |
| All | +129.9% | +105.2% | +24.7% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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