+101.3%
PSA vs ES
+83.1%
+18.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -1.6% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -9.6% | -1.0% | -8.5% | -9.1% |
| 3M | -7.9% | +1.5% | -9.4% | -8.6% |
| 6M | -2.0% | -3.5% | +1.5% | -0.5% |
| YTD | +15.7% | +7.0% | +8.8% | +11.6% |
| 1Y | +5.8% | +15.3% | -9.6% | -2.8% |
| 3Y | +21.6% | +30.2% | -8.6% | +3.1% |
| 5Y | +13.1% | -4.3% | +17.4% | +11.7% |
| 10Y | +101.3% | +87.5% | +13.8% | +37.7% |
| All | +101.3% | +83.1% | +18.1% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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