+100.5%
PSA vs HRB
+209.1%
-108.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -1.8% | -8.0% | +6.2% | -0.5% |
| 30D | -8.4% | -16.0% | +7.6% | -5.9% |
| 3M | -7.8% | +26.9% | -34.7% | -11.7% |
| 6M | +0.8% | +51.1% | -50.3% | -7.0% |
| YTD | +16.5% | +7.1% | +9.4% | +13.9% |
| 1Y | +4.7% | -9.6% | +14.3% | +5.5% |
| 3Y | +21.1% | +25.4% | -4.4% | +14.0% |
| 5Y | +14.2% | +114.9% | -100.7% | -2.3% |
| All | +100.5% | +209.1% | -108.6% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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