+213.6%
RF vs PSA
+132.6%
+81.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +1.9% | -1.4% | +3.4% | +2.5% |
| 30D | +7.3% | +15.2% | -7.9% | +1.3% |
| 3M | -7.9% | +2.2% | -10.1% | -8.9% |
| 6M | +10.5% | +11.7% | -1.1% | +5.3% |
| YTD | +9.6% | +32.0% | -22.4% | -2.8% |
| 1Y | +20.3% | +26.3% | -6.0% | +8.6% |
| 3Y | +119.5% | +52.4% | +67.2% | +80.6% |
| 5Y | +48.2% | +26.3% | +21.9% | +28.5% |
| All | +213.6% | +132.6% | +81.0% | +110.8% |
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