+129.9%
PSA vs IT
+90.0%
+39.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | +15.2% | -1.8% | +17.0% | +15.2% |
| 3M | +2.2% | +4.8% | -2.6% | +0.6% |
| 6M | +11.7% | +33.0% | -21.3% | +3.7% |
| YTD | +32.0% | -23.8% | +55.8% | +36.0% |
| 1Y | +26.3% | -16.5% | +42.8% | +27.4% |
| 3Y | +52.4% | -53.6% | +106.0% | +72.0% |
| 5Y | +26.3% | -42.1% | +68.4% | +32.6% |
| All | +129.9% | +90.0% | +39.9% | +84.0% |
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