+134.1%
PSA vs DRI
+343.2%
-209.2%
-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% | -0.2% | -0.6% |
| 7D | +0.8% | +4.2% | -3.5% | 0.0% |
| 30D | +15.9% | +15.7% | +0.2% | +13.0% |
| 3M | +4.2% | +5.8% | -1.6% | +3.0% |
| 6M | +10.1% | +18.4% | -8.3% | +6.7% |
| YTD | +33.3% | +28.2% | +5.1% | +27.3% |
| 1Y | +28.2% | +35.9% | -7.7% | +21.2% |
| 3Y | +54.9% | +67.7% | -12.9% | +40.7% |
| 5Y | +28.3% | +77.9% | -49.5% | +14.6% |
| 10Y | +134.1% | +338.7% | -204.6% | +78.5% |
| All | +134.1% | +343.2% | -209.2% | +78.5% |
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