+99.2%
PSA vs IT
+92.9%
+6.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -3.6% | -12.7% | +9.1% | -1.3% |
| 30D | -9.4% | -8.9% | -0.5% | -8.0% |
| 3M | -8.2% | +10.1% | -18.3% | -10.8% |
| 6M | -1.8% | +7.3% | -9.1% | -4.8% |
| YTD | +15.7% | -32.4% | +48.1% | +22.5% |
| 1Y | +6.3% | -26.6% | +32.9% | +10.0% |
| 3Y | +21.6% | -51.8% | +73.4% | +35.1% |
| 5Y | +13.5% | -45.6% | +59.1% | +20.8% |
| All | +99.2% | +92.9% | +6.3% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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