+101.3%
PSA vs GPC
+83.6%
+17.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -9.6% | +1.3% | -10.9% | -9.9% |
| 3M | -7.9% | +37.1% | -45.0% | -16.5% |
| 6M | -2.0% | +23.2% | -25.2% | -8.4% |
| YTD | +15.7% | +13.1% | +2.7% | +10.2% |
| 1Y | +5.8% | +0.9% | +4.9% | +4.1% |
| 3Y | +21.6% | -0.8% | +22.4% | +17.5% |
| 5Y | +13.1% | +31.1% | -18.0% | +0.9% |
| 10Y | +101.3% | +87.4% | +13.9% | +50.8% |
| All | +101.3% | +83.6% | +17.6% | +50.8% |
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