+130.4%
PSA vs DRI
+330.2%
-199.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +15.6% | +10.8% | +4.7% | +13.6% |
| 3M | +4.1% | +0.9% | +3.2% | +3.8% |
| 6M | +9.2% | +16.3% | -7.1% | +6.1% |
| YTD | +32.3% | +27.8% | +4.5% | +26.4% |
| 1Y | +26.2% | +33.9% | -7.7% | +19.6% |
| 3Y | +53.7% | +67.2% | -13.5% | +39.7% |
| 5Y | +26.6% | +79.0% | -52.4% | +13.0% |
| All | +130.4% | +330.2% | -199.8% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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