+372.3%
SE vs PSA
+125.2%
+247.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | 0.0% | +0.8% | -0.7% | -0.2% |
| 30D | -19.4% | +15.9% | -35.3% | -24.0% |
| 3M | -33.1% | +4.2% | -37.3% | -34.3% |
| 6M | -11.4% | +10.1% | -21.6% | -15.4% |
| YTD | -39.8% | +33.3% | -73.1% | -47.2% |
| 1Y | -50.5% | +28.2% | -78.7% | -55.9% |
| 3Y | +68.9% | +54.9% | +14.0% | +31.5% |
| 5Y | -77.1% | +28.3% | -105.4% | -80.3% |
| All | +372.3% | +125.2% | +247.1% | +189.2% |
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