+99.2%
PSA vs WAB
+292.7%
-193.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -9.4% | -5.9% | -3.5% | -8.3% |
| 3M | -8.2% | +9.4% | -17.6% | -10.1% |
| 6M | -1.8% | +13.8% | -15.7% | -4.7% |
| YTD | +15.7% | +31.8% | -16.0% | +9.1% |
| 1Y | +6.3% | +48.5% | -42.2% | -2.3% |
| 3Y | +21.6% | +167.0% | -145.4% | -1.3% |
| 5Y | +13.5% | +222.3% | -208.9% | -11.6% |
| All | +99.2% | +292.7% | -193.5% | +35.7% |
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