+100.5%
PSA vs FDS
+64.8%
+35.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +1.0% |
| 7D | -1.8% | -14.0% | +12.2% | +2.3% |
| 30D | -8.4% | -6.2% | -2.1% | -7.0% |
| 3M | -7.8% | +10.2% | -18.0% | -10.9% |
| 6M | +0.8% | +27.4% | -26.7% | -8.1% |
| YTD | +16.5% | -9.3% | +25.8% | +17.6% |
| 1Y | +4.7% | -28.6% | +33.4% | +14.0% |
| 3Y | +21.1% | -36.8% | +57.9% | +36.2% |
| 5Y | +14.2% | -28.6% | +42.8% | +22.7% |
| All | +100.5% | +64.8% | +35.7% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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