+568.6%
SE vs PSA
+95.5%
+473.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.1% |
| 7D | -3.6% | -2.2% | -1.4% | -2.7% |
| 30D | -5.3% | -9.6% | +4.2% | -1.4% |
| 3M | +28.1% | -7.9% | +36.0% | +32.0% |
| 6M | +20.7% | -2.0% | +22.7% | +20.8% |
| YTD | -14.8% | +15.7% | -30.5% | -20.7% |
| 1Y | -43.6% | +5.8% | -49.3% | -45.6% |
| 3Y | +184.2% | +21.6% | +162.6% | +147.5% |
| 5Y | -66.3% | +13.1% | -79.4% | -69.6% |
| All | +568.6% | +95.5% | +473.1% | +334.0% |
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