+134.1%
PSA vs P
+691.2%
-557.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | +0.8% | -13.3% | +14.1% | +1.4% |
| 30D | +15.9% | -34.0% | +49.9% | +18.0% |
| 3M | +4.2% | +4.1% | +0.1% | +3.3% |
| 6M | +10.1% | +30.5% | -20.4% | +7.2% |
| YTD | +33.3% | +52.2% | -18.8% | +28.1% |
| 1Y | +28.2% | +10.3% | +18.0% | +25.2% |
| 3Y | +54.9% | +180.9% | -126.0% | +36.2% |
| 5Y | +28.3% | +259.7% | -231.4% | +8.9% |
| 10Y | +134.1% | +652.6% | -518.6% | +83.2% |
| All | +134.1% | +691.2% | -557.1% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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