+129.9%
PSA vs ESI
+318.1%
-188.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.4% | +5.5% | -7.0% | -2.3% |
| 30D | +15.2% | -7.8% | +22.9% | +16.3% |
| 3M | +2.2% | -15.0% | +17.2% | +4.3% |
| 6M | +11.7% | -24.9% | +36.6% | +15.5% |
| YTD | +32.0% | +33.2% | -1.2% | +22.3% |
| 1Y | +26.3% | +24.9% | +1.3% | +18.2% |
| 3Y | +52.4% | +77.8% | -25.4% | +31.8% |
| 5Y | +26.3% | +37.1% | -10.9% | +11.9% |
| All | +129.9% | +318.1% | -188.2% | +66.4% |
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