+132.7%
PSA vs FN
+837.6%
-704.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.9% | -11.7% | -0.4% |
| 7D | +1.5% | +16.3% | -14.8% | +0.5% |
| 30D | +16.7% | -24.7% | +41.4% | +18.1% |
| 3M | +4.0% | -34.9% | +39.0% | +5.9% |
| 6M | +10.9% | -41.1% | +52.0% | +12.9% |
| YTD | +34.2% | -19.6% | +53.8% | +32.9% |
| 1Y | +26.6% | -18.5% | +45.2% | +24.9% |
| 3Y | +54.7% | +119.1% | -64.4% | +35.5% |
| 5Y | +30.0% | +206.9% | -176.9% | +8.0% |
| 10Y | +132.7% | +826.4% | -693.8% | +79.3% |
| All | +132.7% | +837.6% | -704.9% | +79.3% |
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