+101.3%
PSA vs EL
+28.8%
+72.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.8% |
| 7D | -2.2% | -2.4% | +0.1% | -1.8% |
| 30D | -9.6% | +13.7% | -23.2% | -12.0% |
| 3M | -7.9% | +14.5% | -22.4% | -10.6% |
| 6M | -2.0% | +7.4% | -9.4% | -4.3% |
| YTD | +15.7% | -4.7% | +20.4% | +14.9% |
| 1Y | +5.8% | +12.9% | -7.2% | +1.1% |
| 3Y | +21.6% | -32.2% | +53.8% | +24.2% |
| 5Y | +13.1% | -68.4% | +81.5% | +35.6% |
| 10Y | +101.3% | +28.3% | +73.0% | +82.8% |
| All | +101.3% | +28.8% | +72.4% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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