+102.0%
PSA vs RL
+304.3%
-202.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.4% | +1.9% | -2.3% | -0.7% |
| 30D | -8.2% | -12.2% | +4.1% | -6.6% |
| 3M | -2.1% | -6.6% | +4.5% | -1.4% |
| 6M | -0.2% | +3.2% | -3.4% | -1.0% |
| YTD | +18.5% | -1.3% | +19.8% | +18.1% |
| 1Y | +6.6% | +13.6% | -7.0% | +4.2% |
| 3Y | +24.5% | +210.9% | -186.4% | +5.3% |
| 5Y | +13.6% | +246.9% | -233.3% | -6.7% |
| 10Y | +102.0% | +310.1% | -208.1% | +57.2% |
| All | +102.0% | +304.3% | -202.4% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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