+100.5%
PSA vs HIG
+313.7%
-213.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -1.8% | -1.5% | -0.4% | -1.5% |
| 30D | -8.4% | -0.4% | -8.0% | -8.3% |
| 3M | -7.8% | +6.7% | -14.5% | -9.3% |
| 6M | +0.8% | +2.0% | -1.2% | +0.2% |
| YTD | +16.5% | +0.3% | +16.2% | +16.2% |
| 1Y | +4.7% | +4.2% | +0.5% | +3.4% |
| 3Y | +21.1% | +102.2% | -81.2% | +2.1% |
| 5Y | +14.2% | +118.5% | -104.3% | -5.8% |
| All | +100.5% | +313.7% | -213.2% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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