+307.8%
SPY vs PSA
+132.6%
+175.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | +2.6% | -1.4% | +4.0% | +3.1% |
| 30D | -2.0% | +15.2% | -17.2% | -6.6% |
| 3M | -2.8% | +2.2% | -5.0% | -3.7% |
| 6M | +2.1% | +11.7% | -9.5% | -2.1% |
| YTD | +11.5% | +32.0% | -20.5% | +0.5% |
| 1Y | +13.5% | +26.3% | -12.8% | +3.7% |
| 3Y | +77.7% | +52.4% | +25.3% | +48.2% |
| 5Y | +72.6% | +26.3% | +46.3% | +52.6% |
| All | +307.8% | +132.6% | +175.3% | +185.3% |
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