+334.3%
SPGI vs PSA
+140.2%
+194.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.9% | +1.5% | -2.3% | -1.5% |
| 30D | +15.5% | +16.7% | -1.1% | +8.2% |
| 3M | +15.7% | +4.0% | +11.6% | +13.7% |
| 6M | +19.1% | +10.9% | +8.2% | +13.8% |
| YTD | -4.1% | +34.2% | -38.3% | -16.2% |
| 1Y | +1.2% | +26.6% | -25.4% | -9.4% |
| 3Y | +31.6% | +54.7% | -23.1% | +5.2% |
| 5Y | +12.4% | +30.0% | -17.6% | -3.7% |
| 10Y | +334.3% | +132.7% | +201.6% | +186.2% |
| All | +334.3% | +140.2% | +194.1% | +186.2% |
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