+99.2%
PSA vs PBF
+364.0%
-264.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -2.2% | +1.4% | -3.6% | -2.3% |
| 30D | -9.6% | +15.8% | -25.4% | -10.1% |
| 3M | -7.9% | +90.3% | -98.2% | -10.6% |
| 6M | -2.0% | +102.8% | -104.8% | -5.6% |
| YTD | +15.7% | +187.3% | -171.6% | +9.3% |
| 1Y | +5.8% | +161.8% | -156.1% | +0.1% |
| 3Y | +21.6% | +55.5% | -33.9% | +16.4% |
| 5Y | +13.1% | +801.9% | -788.8% | -1.5% |
| All | +99.2% | +364.0% | -264.7% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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