+134.1%
PSA vs M
-3.0%
+137.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +0.8% | +5.0% | -4.3% | +0.3% |
| 30D | +15.9% | +10.6% | +5.3% | +14.9% |
| 3M | +4.2% | +1.6% | +2.6% | +3.9% |
| 6M | +10.1% | +30.8% | -20.7% | +7.3% |
| YTD | +33.3% | +16.9% | +16.4% | +30.9% |
| 1Y | +28.2% | +26.3% | +2.0% | +25.1% |
| 3Y | +54.9% | +158.6% | -103.7% | +40.4% |
| 5Y | +28.3% | +2.1% | +26.2% | +21.8% |
| 10Y | +134.1% | -4.3% | +138.4% | +86.1% |
| All | +134.1% | -3.0% | +137.1% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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