+222.9%
SAP vs PSA
+140.2%
+82.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +1.6% | +1.5% | +0.2% | +1.2% |
| 30D | +10.5% | +16.7% | -6.1% | +5.5% |
| 3M | +15.2% | +4.0% | +11.1% | +13.7% |
| 6M | +36.7% | +10.9% | +25.8% | +32.4% |
| YTD | -0.6% | +34.2% | -34.8% | -9.7% |
| 1Y | -4.1% | +26.6% | -30.8% | -11.4% |
| 3Y | +73.2% | +54.7% | +18.5% | +47.8% |
| 5Y | +74.1% | +30.0% | +44.1% | +55.3% |
| 10Y | +222.9% | +132.7% | +90.3% | +138.2% |
| All | +222.9% | +140.2% | +82.7% | +138.2% |
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