+130.4%
PSA vs ROP
+183.9%
-53.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -2.1% | -2.7% | +0.6% | -1.2% |
| 30D | +15.6% | +29.7% | -14.1% | +5.0% |
| 3M | +4.1% | +21.2% | -17.1% | -3.3% |
| 6M | +9.2% | +48.3% | -39.1% | -6.3% |
| YTD | +32.3% | +8.4% | +23.9% | +27.2% |
| 1Y | +26.2% | +6.0% | +20.2% | +22.4% |
| 3Y | +53.7% | -5.6% | +59.3% | +54.8% |
| 5Y | +26.6% | +1.3% | +25.3% | +22.7% |
| All | +130.4% | +183.9% | -53.5% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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