+134.1%
PSA vs ES
+87.3%
+46.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +0.8% | +0.9% | -0.1% | +0.3% |
| 30D | +15.9% | +5.9% | +10.0% | +12.6% |
| 3M | +4.2% | -1.0% | +5.2% | +4.6% |
| 6M | +10.1% | +7.2% | +3.0% | +6.3% |
| YTD | +33.3% | +7.0% | +26.4% | +28.5% |
| 1Y | +28.2% | +0.5% | +27.8% | +26.6% |
| 3Y | +54.9% | +48.7% | +6.2% | +23.4% |
| 5Y | +28.3% | +1.9% | +26.4% | +22.7% |
| 10Y | +134.1% | +89.2% | +44.9% | +69.3% |
| All | +134.1% | +87.3% | +46.7% | +69.3% |
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