+129.9%
PSA vs OMC
+53.0%
+76.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | +15.2% | +12.2% | +3.0% | +12.2% |
| 3M | +2.2% | +0.6% | +1.6% | +1.9% |
| 6M | +11.7% | +21.0% | -9.3% | +6.7% |
| YTD | +32.0% | +12.4% | +19.7% | +27.4% |
| 1Y | +26.3% | +25.4% | +0.9% | +18.7% |
| 3Y | +52.4% | +29.2% | +23.2% | +40.8% |
| 5Y | +26.3% | +52.6% | -26.3% | +11.4% |
| All | +129.9% | +53.0% | +76.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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