+55.3%
PSA vs PL
+28.1%
+27.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.3% | -1.2% |
| 7D | +3.9% | -6.8% | +10.7% | +4.1% |
| 30D | +19.7% | -29.3% | +49.0% | +20.9% |
| 3M | +4.3% | -44.8% | +49.0% | +6.1% |
| 6M | +11.4% | -68.4% | +79.7% | +15.1% |
| YTD | +33.9% | -36.4% | +70.3% | +33.8% |
| 1Y | +28.3% | +0.7% | +27.6% | +25.4% |
| 3Y | +53.5% | +455.3% | -401.8% | +32.6% |
| 5Y | +30.6% | +22.7% | +7.9% | +15.4% |
| All | +55.3% | +28.1% | +27.2% | +38.1% |
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