+53.1%
PSA vs PL
+40.9%
+12.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.4% | +10.0% | -11.5% | -1.8% |
| 30D | +15.2% | -2.3% | +17.4% | +15.1% |
| 3M | +2.2% | -44.2% | +46.4% | +4.0% |
| 6M | +11.7% | -66.1% | +77.8% | +15.2% |
| YTD | +32.0% | -30.0% | +62.0% | +31.4% |
| 1Y | +26.3% | +21.0% | +5.2% | +22.6% |
| 3Y | +52.4% | +516.5% | -464.2% | +31.2% |
| 5Y | +26.3% | +32.0% | -5.8% | +11.0% |
| All | +53.1% | +40.9% | +12.1% | +35.7% |
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