+102.0%
PSA vs P
+712.4%
-610.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.2% |
| 7D | -0.4% | +7.8% | -8.3% | -0.8% |
| 30D | -8.2% | +12.3% | -20.5% | -8.9% |
| 3M | -2.1% | +37.1% | -39.2% | -4.2% |
| 6M | -0.2% | +66.1% | -66.3% | -3.8% |
| YTD | +18.5% | +50.9% | -32.4% | +14.6% |
| 1Y | +6.6% | +27.2% | -20.6% | +3.5% |
| 3Y | +24.5% | +158.7% | -134.2% | +11.0% |
| 5Y | +13.6% | +291.1% | -277.5% | -3.5% |
| 10Y | +102.0% | +715.0% | -613.0% | +58.2% |
| All | +102.0% | +712.4% | -610.4% | +58.2% |
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