+38.8%
PYPL vs PSA
+98.4%
-59.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.0% |
| 7D | -4.3% | -2.2% | -2.1% | -3.5% |
| 30D | -11.5% | -9.6% | -1.9% | -8.1% |
| 3M | +26.1% | -7.9% | +34.0% | +29.9% |
| 6M | +13.7% | -2.0% | +15.7% | +13.9% |
| YTD | -9.8% | +15.7% | -25.6% | -15.8% |
| 1Y | -22.1% | +5.8% | -27.8% | -24.6% |
| 3Y | -13.5% | +21.6% | -35.1% | -22.3% |
| 5Y | -81.6% | +13.1% | -94.7% | -83.3% |
| 10Y | +38.8% | +101.3% | -62.5% | +0.4% |
| All | +38.8% | +98.4% | -59.6% | +0.4% |
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