+182.7%
SW vs PSA
+142.4%
+40.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | +2.3% | +3.9% | -1.6% | +1.4% |
| 30D | +6.8% | +19.7% | -12.9% | +2.1% |
| 3M | -5.2% | +4.3% | -9.5% | -6.2% |
| 6M | +7.4% | +11.4% | -3.9% | +4.7% |
| YTD | +17.4% | +33.9% | -16.5% | +10.0% |
| 1Y | +27.1% | +28.3% | -1.2% | +20.2% |
| 3Y | +47.9% | +53.5% | -5.6% | +36.8% |
| 5Y | -2.6% | +30.6% | -33.2% | -9.3% |
| All | +182.7% | +142.4% | +40.3% | +146.2% |
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