+130.4%
PSA vs FE
+123.7%
+6.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +15.6% | +3.9% | +11.7% | +13.8% |
| 3M | +4.1% | -0.1% | +4.2% | +4.1% |
| 6M | +9.2% | +6.1% | +3.1% | +6.6% |
| YTD | +32.3% | +8.1% | +24.3% | +28.0% |
| 1Y | +26.2% | +4.4% | +21.7% | +23.7% |
| 3Y | +53.7% | +49.0% | +4.7% | +29.8% |
| 5Y | +26.6% | +46.1% | -19.6% | +7.7% |
| All | +130.4% | +123.7% | +6.7% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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