+134.5%
PSA vs GPC
+78.6%
+56.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -2.1% | -2.1% | 0.0% | -1.5% |
| 30D | +16.2% | -4.5% | +20.7% | +17.7% |
| 3M | +4.3% | -7.7% | +12.0% | +6.6% |
| 6M | +9.9% | +24.3% | -14.4% | +2.4% |
| YTD | +33.3% | +3.5% | +29.8% | +30.0% |
| 1Y | +25.8% | +0.7% | +25.1% | +23.7% |
| 3Y | +54.8% | 0.0% | +54.8% | +49.3% |
| 5Y | +27.5% | +5.8% | +21.7% | +20.8% |
| 10Y | +134.5% | +75.8% | +58.8% | +78.8% |
| All | +134.5% | +78.6% | +56.0% | +78.8% |
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