+99.2%
PSA vs FLR
+18.3%
+80.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | -3.6% | -6.9% | +3.2% | -3.3% |
| 30D | -9.4% | +1.1% | -10.5% | -9.4% |
| 3M | -8.2% | +14.3% | -22.5% | -8.9% |
| 6M | -1.8% | +19.1% | -20.9% | -2.9% |
| YTD | +15.7% | +35.1% | -19.4% | +13.7% |
| 1Y | +6.3% | +29.5% | -23.2% | +4.5% |
| 3Y | +21.6% | +53.0% | -31.4% | +17.2% |
| 5Y | +13.5% | +238.9% | -225.5% | +6.1% |
| All | +99.2% | +18.3% | +80.9% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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