+214.7%
ROL vs PSA
+131.0%
+83.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | +3.4% | +0.8% | +2.6% | +3.1% |
| 30D | +20.8% | +15.9% | +4.9% | +14.5% |
| 3M | +3.7% | +4.2% | -0.5% | +2.1% |
| 6M | -27.7% | +10.1% | -37.8% | -30.4% |
| YTD | -34.9% | +33.3% | -68.3% | -41.8% |
| 1Y | -33.3% | +28.2% | -61.5% | -39.5% |
| 3Y | +4.3% | +54.9% | -50.5% | -13.6% |
| 5Y | +15.0% | +28.3% | -13.4% | +0.8% |
| 10Y | +214.7% | +134.1% | +80.6% | +116.0% |
| All | +214.7% | +131.0% | +83.6% | +116.0% |
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