+311.1%
SPY vs PSA
+133.3%
+177.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.9% | -2.1% | +1.1% | -0.2% |
| 30D | -2.4% | +16.2% | -18.6% | -7.2% |
| 3M | -1.2% | +4.3% | -5.5% | -2.7% |
| 6M | +3.3% | +9.9% | -6.6% | -0.4% |
| YTD | +12.3% | +33.3% | -21.0% | +0.9% |
| 1Y | +12.4% | +25.8% | -13.4% | +3.0% |
| 3Y | +78.8% | +54.8% | +24.0% | +48.4% |
| 5Y | +75.2% | +27.5% | +47.6% | +54.4% |
| 10Y | +311.1% | +134.5% | +176.6% | +186.7% |
| All | +311.1% | +133.3% | +177.8% | +186.7% |
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