+138.5%
PSA vs PR
+66.0%
+72.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | +3.9% | -16.4% | +20.3% | +4.0% |
| 30D | +19.7% | -1.9% | +21.6% | +19.7% |
| 3M | +4.3% | +8.0% | -3.7% | +4.2% |
| 6M | +11.4% | +4.1% | +7.3% | +11.3% |
| YTD | +33.9% | +58.7% | -24.8% | +33.5% |
| 1Y | +28.3% | +75.8% | -47.6% | +27.8% |
| 3Y | +53.5% | +73.2% | -19.7% | +52.7% |
| 5Y | +30.6% | +230.1% | -199.5% | +30.2% |
| All | +138.5% | +66.0% | +72.4% | +144.8% |
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