+102.0%
PSA vs FE
+113.1%
-11.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | -8.2% | -2.1% | -6.0% | -7.4% |
| 3M | -2.1% | +2.6% | -4.8% | -3.2% |
| 6M | -0.2% | -6.8% | +6.6% | +2.5% |
| YTD | +18.5% | +6.9% | +11.6% | +15.1% |
| 1Y | +6.6% | +11.6% | -5.0% | +1.6% |
| 3Y | +24.5% | +47.7% | -23.3% | +5.3% |
| 5Y | +13.6% | +46.2% | -32.6% | -3.5% |
| 10Y | +102.0% | +109.2% | -7.2% | +55.4% |
| All | +102.0% | +113.1% | -11.2% | +55.4% |
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