+99.2%
PSA vs DG
+99.2%
0.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -3.6% | -6.3% | +2.7% | -2.6% |
| 30D | -9.4% | +2.4% | -11.8% | -9.8% |
| 3M | -8.2% | +12.4% | -20.6% | -10.1% |
| 6M | -1.8% | -14.9% | +13.1% | +0.3% |
| YTD | +15.7% | -6.1% | +21.8% | +16.3% |
| 1Y | +6.3% | +17.9% | -11.6% | +2.5% |
| 3Y | +21.6% | +3.1% | +18.4% | +16.4% |
| 5Y | +13.5% | -38.7% | +52.1% | +20.4% |
| All | +99.2% | +99.2% | 0.0% | +72.0% |
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