+101.3%
PSA vs SM
+16.0%
+85.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -9.6% | +20.3% | -29.8% | -9.9% |
| 3M | -7.9% | +22.9% | -30.8% | -8.3% |
| 6M | -2.0% | +47.8% | -49.8% | -2.9% |
| YTD | +15.7% | +107.5% | -91.7% | +13.8% |
| 1Y | +5.8% | +51.7% | -46.0% | +4.6% |
| 3Y | +21.6% | -0.9% | +22.4% | +20.5% |
| 5Y | +13.1% | +112.2% | -99.1% | +11.2% |
| 10Y | +101.3% | +20.3% | +80.9% | +84.1% |
| All | +101.3% | +16.0% | +85.3% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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