+129.9%
PSA vs GPC
+74.9%
+55.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.4% | +0.4% | -1.9% | -1.6% |
| 30D | +15.2% | -6.3% | +21.5% | +17.3% |
| 3M | +2.2% | -8.2% | +10.4% | +4.6% |
| 6M | +11.7% | +27.1% | -15.4% | +3.4% |
| YTD | +32.0% | +3.1% | +28.9% | +28.9% |
| 1Y | +26.3% | +0.1% | +26.2% | +24.4% |
| 3Y | +52.4% | +0.2% | +52.1% | +46.8% |
| 5Y | +26.3% | +4.9% | +21.4% | +19.9% |
| All | +129.9% | +74.9% | +55.0% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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