+134.1%
PSA vs FN
+772.0%
-637.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.4% |
| 7D | +0.8% | -4.1% | +4.8% | +0.8% |
| 30D | +15.9% | -28.3% | +44.2% | +17.6% |
| 3M | +4.2% | -33.9% | +38.1% | +5.9% |
| 6M | +10.1% | -43.9% | +54.0% | +12.5% |
| YTD | +33.3% | -23.4% | +56.8% | +32.3% |
| 1Y | +28.2% | -25.4% | +53.7% | +27.2% |
| 3Y | +54.9% | +107.9% | -53.0% | +36.0% |
| 5Y | +28.3% | +195.1% | -166.7% | +6.8% |
| 10Y | +134.1% | +794.1% | -660.0% | +80.9% |
| All | +134.1% | +772.0% | -637.9% | +80.9% |
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