+101.3%
PSA vs Z
-5.7%
+107.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | -2.2% | -7.1% | +4.8% | -1.5% |
| 30D | -9.6% | -4.8% | -4.8% | -9.2% |
| 3M | -7.9% | -9.3% | +1.4% | -7.2% |
| 6M | -2.0% | -29.0% | +27.0% | +1.0% |
| YTD | +15.7% | -52.9% | +68.6% | +24.0% |
| 1Y | +5.8% | -63.1% | +68.9% | +16.1% |
| 3Y | +21.6% | -36.9% | +58.4% | +24.5% |
| 5Y | +13.1% | -65.5% | +78.6% | +17.6% |
| 10Y | +101.3% | -3.9% | +105.1% | +82.0% |
| All | +101.3% | -5.7% | +107.0% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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