+101.3%
PSA vs ECL
+149.7%
-48.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.5% |
| 7D | -2.2% | -2.7% | +0.5% | -1.2% |
| 30D | -9.6% | -4.3% | -5.3% | -8.0% |
| 3M | -7.9% | +3.2% | -11.1% | -9.1% |
| 6M | -2.0% | -2.9% | +0.9% | -1.0% |
| YTD | +15.7% | +4.3% | +11.5% | +13.8% |
| 1Y | +5.8% | +1.6% | +4.1% | +4.8% |
| 3Y | +21.6% | +54.3% | -32.7% | +3.1% |
| 5Y | +13.1% | +26.5% | -13.4% | +0.6% |
| 10Y | +101.3% | +155.6% | -54.3% | +35.8% |
| All | +101.3% | +149.7% | -48.4% | +35.8% |
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