+100.5%
PSA vs QSR
+135.2%
-34.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.8% | -4.0% | +2.2% | -0.8% |
| 30D | -8.4% | +2.8% | -11.1% | -9.0% |
| 3M | -7.8% | +5.1% | -12.9% | -9.0% |
| 6M | +0.8% | +8.8% | -8.0% | -1.5% |
| YTD | +16.5% | +14.8% | +1.7% | +12.3% |
| 1Y | +4.7% | +25.7% | -21.0% | -1.5% |
| 3Y | +21.1% | +27.5% | -6.5% | +12.7% |
| 5Y | +14.2% | +41.3% | -27.1% | +2.9% |
| All | +100.5% | +135.2% | -34.7% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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