+100.5%
PSA vs GWW
+570.2%
-469.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -1.8% | -3.4% | +1.5% | -1.0% |
| 30D | -8.4% | -1.9% | -6.5% | -7.9% |
| 3M | -7.8% | -2.4% | -5.4% | -7.4% |
| 6M | +0.8% | +15.7% | -14.9% | -3.2% |
| YTD | +16.5% | +27.6% | -11.1% | +9.0% |
| 1Y | +4.7% | +27.2% | -22.5% | -2.0% |
| 3Y | +21.1% | +89.7% | -68.6% | +1.2% |
| 5Y | +14.2% | +223.9% | -209.7% | -16.0% |
| All | +100.5% | +570.2% | -469.7% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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