+2,393.1%
PWR vs PSA
+101.3%
+2,291.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.2% | -3.6% | +3.4% | +1.0% |
| 30D | -7.7% | -9.4% | +1.6% | -4.8% |
| 3M | -4.9% | -8.2% | +3.3% | -2.9% |
| 6M | +9.7% | -1.8% | +11.6% | +9.3% |
| YTD | +46.7% | +15.7% | +30.9% | +37.4% |
| 1Y | +58.7% | +6.3% | +52.4% | +52.9% |
| 3Y | +200.7% | +21.6% | +179.2% | +168.7% |
| 5Y | +438.6% | +13.5% | +425.1% | +390.0% |
| All | +2,393.1% | +101.3% | +2,291.8% | +1,712.8% |
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