+134.5%
PSA vs SPY
+311.8%
-177.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.8% |
| 7D | -2.1% | -0.9% | -1.1% | -1.6% |
| 30D | +16.2% | -2.4% | +18.6% | +17.6% |
| 3M | +4.3% | -1.2% | +5.5% | +4.8% |
| 6M | +9.9% | +3.3% | +6.6% | +7.4% |
| YTD | +33.3% | +12.3% | +21.0% | +24.2% |
| 1Y | +25.8% | +12.4% | +13.4% | +17.1% |
| 3Y | +54.8% | +78.8% | -24.0% | +8.5% |
| 5Y | +27.5% | +75.2% | -47.6% | -10.4% |
| 10Y | +134.5% | +311.1% | -176.6% | +10.7% |
| All | +134.5% | +311.8% | -177.2% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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