+130.4%
PSA vs PR
+83.7%
+46.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.7% |
| 7D | -2.1% | +6.7% | -8.8% | -2.1% |
| 30D | +15.6% | -6.1% | +21.7% | +15.6% |
| 3M | +4.1% | +6.9% | -2.8% | +4.0% |
| 6M | +9.2% | +14.6% | -5.4% | +9.1% |
| YTD | +32.3% | +66.1% | -33.8% | +31.8% |
| 1Y | +26.2% | +77.0% | -50.9% | +25.7% |
| 3Y | +53.7% | +93.8% | -40.2% | +52.8% |
| 5Y | +26.6% | +268.2% | -241.7% | +26.2% |
| All | +130.4% | +83.7% | +46.7% | +135.4% |
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