+99.2%
PSA vs ED
+109.0%
-9.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -3.6% | -1.9% | -1.8% | -2.7% |
| 30D | -9.4% | +0.1% | -9.5% | -9.4% |
| 3M | -8.2% | 0.0% | -8.2% | -8.2% |
| 6M | -1.8% | -2.5% | +0.7% | -0.7% |
| YTD | +15.7% | +10.1% | +5.6% | +9.6% |
| 1Y | +6.3% | +13.6% | -7.3% | -1.3% |
| 3Y | +21.6% | +32.4% | -10.9% | +2.8% |
| 5Y | +13.5% | +69.9% | -56.4% | -16.3% |
| All | +99.2% | +109.0% | -9.8% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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