+134.1%
PSA vs FE
+110.9%
+23.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +15.9% | +4.3% | +11.6% | +13.9% |
| 3M | +4.2% | +0.4% | +3.8% | +4.0% |
| 6M | +10.1% | +6.9% | +3.2% | +7.2% |
| YTD | +33.3% | +8.0% | +25.3% | +29.0% |
| 1Y | +28.2% | +4.8% | +23.4% | +25.5% |
| 3Y | +54.9% | +49.0% | +5.9% | +30.8% |
| 5Y | +28.3% | +46.2% | -17.9% | +9.2% |
| 10Y | +134.1% | +120.9% | +13.2% | +78.7% |
| All | +134.1% | +110.9% | +23.2% | +78.7% |
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