+132.7%
PSA vs FIVE
+596.6%
-463.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.4% | -0.4% |
| 7D | +1.5% | +6.2% | -4.7% | +0.8% |
| 30D | +16.7% | +18.2% | -1.5% | +14.4% |
| 3M | +4.0% | +3.8% | +0.2% | +3.4% |
| 6M | +10.9% | +13.7% | -2.9% | +8.7% |
| YTD | +34.2% | +34.7% | -0.5% | +28.8% |
| 1Y | +26.6% | +66.6% | -40.0% | +18.5% |
| 3Y | +54.7% | +44.3% | +10.5% | +43.4% |
| 5Y | +30.0% | +18.8% | +11.3% | +20.9% |
| 10Y | +132.7% | +569.2% | -436.5% | +80.6% |
| All | +132.7% | +596.6% | -463.9% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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