+84.1%
PSA vs SITM
+4,789.7%
-4,705.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.3% |
| 7D | -1.8% | +3.9% | -5.7% | -2.1% |
| 30D | -8.4% | -6.6% | -1.8% | -8.1% |
| 3M | -7.8% | -11.9% | +4.0% | -7.8% |
| 6M | +0.8% | +81.1% | -80.3% | -4.4% |
| YTD | +16.5% | +80.0% | -63.5% | +10.1% |
| 1Y | +4.7% | +145.8% | -141.1% | -3.7% |
| 3Y | +21.1% | +475.9% | -454.8% | +0.5% |
| 5Y | +14.2% | +189.2% | -175.0% | -5.0% |
| All | +84.1% | +4,789.7% | -4,705.5% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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