+83.8%
PSA vs REPL
-9.7%
+93.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -2.3% |
| 7D | -2.2% | -9.6% | +7.3% | -2.1% |
| 30D | -9.6% | +5.7% | -15.3% | -9.7% |
| 3M | -7.9% | +56.4% | -64.3% | -9.4% |
| 6M | -2.0% | +67.4% | -69.4% | -5.3% |
| YTD | +15.7% | +48.7% | -32.9% | +12.0% |
| 1Y | +5.8% | +148.3% | -142.5% | -0.3% |
| 3Y | +21.6% | -26.7% | +48.3% | +12.4% |
| 5Y | +13.1% | -54.1% | +67.3% | +4.7% |
| All | +83.8% | -9.7% | +93.5% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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