+134.1%
PSA vs ECL
+196.4%
-62.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +0.8% | +0.4% | +0.3% | +0.6% |
| 30D | +15.9% | +8.6% | +7.3% | +12.3% |
| 3M | +4.2% | +7.9% | -3.7% | +1.2% |
| 6M | +10.1% | +21.0% | -10.9% | +2.3% |
| YTD | +33.3% | +17.5% | +15.8% | +25.2% |
| 1Y | +28.2% | +19.7% | +8.6% | +19.6% |
| 3Y | +54.9% | +77.4% | -22.6% | +24.8% |
| 5Y | +28.3% | +38.7% | -10.4% | +10.2% |
| 10Y | +134.1% | +193.5% | -59.5% | +61.3% |
| All | +134.1% | +196.4% | -62.4% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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