+132.2%
PSA vs ES
+83.5%
+48.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.5% |
| 7D | +3.9% | +1.9% | +2.0% | +2.9% |
| 30D | +19.7% | +7.1% | +12.6% | +15.7% |
| 3M | +4.3% | -1.9% | +6.2% | +5.1% |
| 6M | +11.4% | +4.4% | +7.0% | +8.9% |
| YTD | +33.9% | +7.3% | +26.6% | +28.9% |
| 1Y | +28.3% | +2.1% | +26.1% | +25.6% |
| 3Y | +53.5% | +41.8% | +11.6% | +25.2% |
| 5Y | +30.6% | +1.4% | +29.2% | +25.2% |
| All | +132.2% | +83.5% | +48.7% | +67.8% |
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