+22.0%
PSA vs S
-57.7%
+79.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -2.2% | -1.2% | -1.0% | -2.2% |
| 30D | -9.6% | -12.6% | +3.0% | -8.8% |
| 3M | -7.9% | +27.6% | -35.5% | -9.7% |
| 6M | -2.0% | +35.5% | -37.5% | -4.7% |
| YTD | +15.7% | +29.6% | -13.9% | +12.8% |
| 1Y | +5.8% | +8.1% | -2.4% | +4.3% |
| 3Y | +21.6% | +14.8% | +6.8% | +17.1% |
| 5Y | +13.1% | -70.6% | +83.7% | +11.7% |
| All | +22.0% | -57.7% | +79.7% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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