+102.0%
PSA vs M
-6.4%
+108.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | -0.4% | +2.4% | -2.8% | -0.6% |
| 30D | -8.2% | -11.6% | +3.5% | -7.2% |
| 3M | -2.1% | +1.6% | -3.8% | -2.4% |
| 6M | -0.2% | +25.2% | -25.4% | -2.3% |
| YTD | +18.5% | +3.8% | +14.7% | +17.6% |
| 1Y | +6.6% | +36.3% | -29.8% | +3.3% |
| 3Y | +24.5% | +116.3% | -91.9% | +14.4% |
| 5Y | +13.6% | +28.2% | -14.6% | +6.2% |
| 10Y | +102.0% | -3.4% | +105.3% | +60.1% |
| All | +102.0% | -6.4% | +108.3% | +60.1% |
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