+138.5%
PSA vs FN
+753.0%
-614.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.6% | -1.5% |
| 7D | +3.9% | 0.0% | +4.0% | +3.7% |
| 30D | +19.7% | -34.3% | +54.0% | +22.1% |
| 3M | +4.3% | -39.9% | +44.1% | +6.6% |
| 6M | +11.4% | -51.8% | +63.2% | +14.8% |
| YTD | +33.9% | -28.1% | +62.1% | +33.4% |
| 1Y | +28.3% | -29.1% | +57.4% | +27.5% |
| 3Y | +53.5% | +102.4% | -49.0% | +34.6% |
| 5Y | +30.6% | +171.7% | -141.0% | +9.2% |
| All | +138.5% | +753.0% | -614.6% | +83.6% |
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