+558.6%
QQQ vs PSA
+102.6%
+456.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | -0.6% | -1.8% | +1.3% | 0.0% |
| 30D | -1.2% | -8.4% | +7.2% | +1.5% |
| 3M | -0.2% | -7.8% | +7.6% | +2.0% |
| 6M | +17.9% | +0.8% | +17.1% | +16.8% |
| YTD | +16.6% | +16.5% | +0.2% | +9.9% |
| 1Y | +23.0% | +4.7% | +18.3% | +19.7% |
| 3Y | +92.9% | +21.1% | +71.9% | +74.6% |
| 5Y | +95.6% | +14.2% | +81.4% | +79.2% |
| All | +558.6% | +102.6% | +456.0% | +392.1% |
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