+132.7%
PSA vs TYL
+174.6%
-41.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.5% | +3.5% | -2.1% | +0.7% |
| 30D | +16.7% | +26.9% | -10.2% | +11.0% |
| 3M | +4.0% | +33.8% | -29.8% | -2.4% |
| 6M | +10.9% | +28.8% | -18.0% | +4.3% |
| YTD | +34.2% | -7.9% | +42.1% | +35.0% |
| 1Y | +26.6% | -9.8% | +36.4% | +27.9% |
| 3Y | +54.7% | +1.2% | +53.5% | +50.5% |
| 5Y | +30.0% | -22.8% | +52.8% | +29.9% |
| 10Y | +132.7% | +168.8% | -36.2% | +97.8% |
| All | +132.7% | +174.6% | -41.9% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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