+54.6%
PSA vs PL
+45.6%
+9.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.8% | +5.6% | -4.9% | +0.5% |
| 30D | +15.9% | -16.9% | +32.8% | +16.5% |
| 3M | +4.2% | -38.2% | +42.4% | +5.7% |
| 6M | +10.1% | -63.4% | +73.6% | +13.3% |
| YTD | +33.3% | -27.6% | +61.0% | +32.6% |
| 1Y | +28.2% | +6.6% | +21.7% | +25.2% |
| 3Y | +54.9% | +557.6% | -502.7% | +33.0% |
| 5Y | +28.3% | +39.5% | -11.2% | +12.9% |
| All | +54.6% | +45.6% | +9.0% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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