+134.5%
PSA vs FN
+850.1%
-715.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -5.9% | -0.4% |
| 7D | -2.1% | +8.0% | -10.1% | -2.5% |
| 30D | +16.2% | -19.1% | +35.4% | +17.2% |
| 3M | +4.3% | -29.8% | +34.2% | +5.8% |
| 6M | +9.9% | -43.2% | +53.1% | +12.3% |
| YTD | +33.3% | -18.9% | +52.2% | +31.8% |
| 1Y | +25.8% | -17.9% | +43.7% | +24.1% |
| 3Y | +54.8% | +120.1% | -65.3% | +35.5% |
| 5Y | +27.5% | +206.7% | -179.2% | +5.9% |
| 10Y | +134.5% | +804.7% | -670.1% | +80.8% |
| All | +134.5% | +850.1% | -715.6% | +80.8% |
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