+176.2%
SAP vs PSA
+100.1%
+76.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -0.3% | -0.4% | +0.2% | -0.1% |
| 30D | +2.6% | -8.2% | +10.7% | +5.2% |
| 3M | +16.3% | -2.1% | +18.4% | +17.2% |
| 6M | +6.4% | -0.2% | +6.6% | +6.2% |
| YTD | -11.4% | +18.5% | -29.9% | -16.3% |
| 1Y | -20.4% | +6.6% | -27.0% | -22.4% |
| 3Y | +56.5% | +24.5% | +32.1% | +43.1% |
| 5Y | +56.8% | +13.6% | +43.2% | +45.8% |
| 10Y | +176.2% | +102.0% | +74.2% | +115.4% |
| All | +176.2% | +100.1% | +76.1% | +115.4% |
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