+100.5%
PSA vs NYT
+489.9%
-389.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.6% |
| 7D | -1.8% | -0.6% | -1.2% | -1.8% |
| 30D | -8.4% | +4.6% | -13.0% | -8.9% |
| 3M | -7.8% | -9.6% | +1.7% | -6.9% |
| 6M | +0.8% | -14.0% | +14.8% | +2.3% |
| YTD | +16.5% | -2.8% | +19.3% | +16.3% |
| 1Y | +4.7% | +15.6% | -10.9% | +2.2% |
| 3Y | +21.1% | +56.3% | -35.3% | +12.6% |
| 5Y | +14.2% | +39.5% | -25.3% | +6.0% |
| All | +100.5% | +489.9% | -389.4% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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