+129.9%
PSA vs FN
+700.1%
-570.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | +0.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | +15.2% | -16.5% | +31.7% | +15.9% |
| 3M | +2.2% | -42.1% | +44.3% | +4.7% |
| 6M | +11.7% | -52.9% | +64.5% | +15.3% |
| YTD | +32.0% | -28.0% | +60.0% | +31.3% |
| 1Y | +26.3% | -18.5% | +44.8% | +24.3% |
| 3Y | +52.4% | +93.9% | -41.5% | +34.2% |
| 5Y | +26.3% | +170.5% | -144.2% | +5.6% |
| All | +129.9% | +700.1% | -570.3% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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