+130.4%
PSA vs EAT
+319.3%
-188.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.6% |
| 7D | -2.1% | -7.1% | +5.0% | -1.5% |
| 30D | +15.6% | -2.3% | +17.9% | +15.7% |
| 3M | +4.1% | -19.6% | +23.7% | +5.8% |
| 6M | +9.2% | +46.0% | -36.8% | +5.1% |
| YTD | +32.3% | +37.7% | -5.4% | +27.6% |
| 1Y | +26.2% | +73.8% | -47.6% | +19.1% |
| 3Y | +53.7% | +482.1% | -428.4% | +28.2% |
| 5Y | +26.6% | +362.5% | -335.9% | +5.4% |
| All | +130.4% | +319.3% | -188.9% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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