+101.0%
PSA vs FN
+900.0%
-799.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -1.4% |
| 7D | -3.7% | -1.7% | -2.0% | -3.6% |
| 30D | -7.7% | -22.0% | +14.2% | -6.6% |
| 3M | -0.6% | -43.0% | +42.4% | +2.3% |
| 6M | -0.9% | -27.7% | +26.8% | -0.2% |
| YTD | +18.7% | -10.5% | +29.2% | +17.2% |
| 1Y | +7.6% | +12.5% | -4.9% | +4.1% |
| 3Y | +23.7% | +153.8% | -130.1% | +7.2% |
| 5Y | +13.7% | +288.0% | -274.3% | -7.1% |
| All | +101.0% | +900.0% | -799.0% | +50.9% |
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