+100.5%
PSA vs ESI
+312.8%
-212.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -1.8% | -4.6% | +2.8% | -1.1% |
| 30D | -8.4% | -10.5% | +2.1% | -6.8% |
| 3M | -7.8% | -19.8% | +12.0% | -5.1% |
| 6M | +0.8% | +5.8% | -5.0% | -1.7% |
| YTD | +16.5% | +38.3% | -21.8% | +7.9% |
| 1Y | +4.7% | +31.5% | -26.8% | -2.4% |
| 3Y | +21.1% | +80.7% | -59.6% | +5.2% |
| 5Y | +14.2% | +69.4% | -55.2% | -1.1% |
| All | +100.5% | +312.8% | -212.3% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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