+363.5%
SE vs PSA
+123.0%
+240.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.5% | -1.4% | +1.0% | +0.1% |
| 30D | -20.9% | +15.2% | -36.1% | -25.3% |
| 3M | -38.9% | +2.2% | -41.1% | -39.5% |
| 6M | -19.4% | +11.7% | -31.1% | -23.5% |
| YTD | -40.9% | +32.0% | -72.9% | -47.9% |
| 1Y | -46.2% | +26.3% | -72.5% | -51.7% |
| 3Y | +63.7% | +52.4% | +11.4% | +28.4% |
| 5Y | -77.9% | +26.3% | -104.2% | -80.9% |
| All | +363.5% | +123.0% | +240.5% | +184.9% |
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