+134.1%
PSA vs ED
+136.7%
-2.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.1% |
| 7D | +0.8% | +2.1% | -1.4% | -0.4% |
| 30D | +15.9% | +12.4% | +3.5% | +8.9% |
| 3M | +4.2% | +13.1% | -8.9% | -2.4% |
| 6M | +10.1% | +14.1% | -3.9% | +2.6% |
| YTD | +33.3% | +23.1% | +10.3% | +19.0% |
| 1Y | +28.2% | +25.4% | +2.8% | +13.2% |
| 3Y | +54.9% | +47.9% | +7.0% | +23.8% |
| 5Y | +28.3% | +81.9% | -53.5% | -8.4% |
| 10Y | +134.1% | +141.3% | -7.2% | +47.5% |
| All | +134.1% | +136.7% | -2.7% | +47.5% |
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