+342.5%
RCL vs PSA
+98.4%
+244.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.8% |
| 7D | -2.2% | -2.2% | 0.0% | -1.2% |
| 30D | -15.7% | -9.6% | -6.1% | -11.8% |
| 3M | -8.0% | -7.9% | -0.1% | -4.7% |
| 6M | -10.1% | -2.0% | -8.1% | -9.5% |
| YTD | -5.9% | +15.7% | -21.6% | -12.1% |
| 1Y | -23.5% | +5.8% | -29.3% | -25.8% |
| 3Y | +174.4% | +21.6% | +152.8% | +144.8% |
| 5Y | +227.1% | +13.1% | +214.0% | +197.0% |
| 10Y | +342.5% | +101.3% | +241.3% | +209.9% |
| All | +342.5% | +98.4% | +244.1% | +209.9% |
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