+130.4%
PSA vs WAB
+269.8%
-139.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -2.1% | +7.9% | -10.0% | -3.6% |
| 30D | +15.6% | +4.9% | +10.7% | +14.3% |
| 3M | +4.1% | +1.8% | +2.3% | +3.5% |
| 6M | +9.2% | +12.0% | -2.8% | +6.2% |
| YTD | +32.3% | +41.3% | -9.0% | +22.7% |
| 1Y | +26.2% | +43.8% | -17.7% | +16.6% |
| 3Y | +53.7% | +171.1% | -117.4% | +24.1% |
| 5Y | +26.6% | +217.7% | -191.2% | -1.6% |
| All | +130.4% | +269.8% | -139.4% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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