+134.5%
PSA vs PR
+72.8%
+61.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +16.2% | -4.6% | +20.8% | +16.2% |
| 3M | +4.3% | +4.7% | -0.4% | +4.3% |
| 6M | +9.9% | +12.4% | -2.6% | +9.8% |
| YTD | +33.3% | +62.9% | -29.6% | +32.8% |
| 1Y | +25.8% | +70.6% | -44.7% | +25.3% |
| 3Y | +54.8% | +90.0% | -35.2% | +53.9% |
| 5Y | +27.5% | +255.5% | -228.0% | +27.2% |
| 10Y | +134.5% | +78.7% | +55.8% | +140.0% |
| All | +134.5% | +72.8% | +61.7% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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