+100.5%
PSA vs EFV
+169.9%
-69.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.1% |
| 7D | -1.8% | -0.8% | -1.0% | -1.4% |
| 30D | -8.4% | +0.6% | -9.0% | -8.7% |
| 3M | -7.8% | +7.5% | -15.4% | -11.3% |
| 6M | +0.8% | +13.0% | -12.2% | -5.4% |
| YTD | +16.5% | +18.3% | -1.8% | +6.8% |
| 1Y | +4.7% | +26.7% | -22.0% | -7.2% |
| 3Y | +21.1% | +89.6% | -68.5% | -11.9% |
| 5Y | +14.2% | +98.2% | -84.0% | -19.3% |
| All | +100.5% | +169.9% | -69.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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