+378.1%
PSX vs PSA
+102.6%
+275.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | +1.7% | -1.8% | +3.5% | +2.2% |
| 30D | +15.6% | -8.4% | +24.0% | +18.4% |
| 3M | +46.5% | -7.8% | +54.3% | +49.4% |
| 6M | +55.0% | +0.8% | +54.2% | +53.4% |
| YTD | +105.3% | +16.5% | +88.8% | +94.3% |
| 1Y | +101.6% | +4.7% | +96.9% | +96.7% |
| 3Y | +134.1% | +21.1% | +113.1% | +116.2% |
| 5Y | +368.7% | +14.2% | +354.5% | +331.6% |
| All | +378.1% | +102.6% | +275.5% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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