+28.8%
PSA vs DOC
-22.8%
+51.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.2% |
| 7D | +10.5% | +8.7% | +1.8% | +5.9% |
| 30D | +21.7% | +7.6% | +14.1% | +17.1% |
| 3M | +6.1% | -5.3% | +11.3% | +8.8% |
| 6M | +18.3% | +27.6% | -9.3% | +2.9% |
| YTD | +36.1% | +32.4% | +3.6% | +15.3% |
| 1Y | +29.3% | +22.9% | +6.5% | +14.2% |
| 3Y | +52.7% | +43.1% | +9.6% | +22.0% |
| 5Y | +28.8% | -21.4% | +50.2% | +50.1% |
| All | +28.8% | -22.8% | +51.6% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling