+14,023.4%
PSA vs DOC
+2,974.4%
+11,049.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.2% |
| 7D | -3.7% | -1.5% | -2.2% | -2.9% |
| 30D | -7.7% | -4.8% | -3.0% | -5.3% |
| 3M | -0.6% | +6.9% | -7.5% | -4.5% |
| 6M | -0.9% | +20.7% | -21.7% | -12.3% |
| YTD | +18.7% | +34.1% | -15.5% | -1.4% |
| 1Y | +7.6% | +22.6% | -15.0% | -6.2% |
| 3Y | +23.7% | +20.8% | +2.8% | +6.8% |
| 5Y | +13.7% | -24.9% | +38.5% | +27.4% |
| 10Y | +98.9% | -1.8% | +100.7% | +71.1% |
| All | +14,023.4% | +2,974.4% | +11,049.0% | +4,685.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling