+66.9%
T vs PSA
+101.3%
-34.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.4% | -3.6% | +1.2% | -1.4% |
| 30D | +4.3% | -9.4% | +13.7% | +7.2% |
| 3M | +11.6% | -8.2% | +19.7% | +14.3% |
| 6M | -5.6% | -1.8% | -3.7% | -5.3% |
| YTD | +6.6% | +15.7% | -9.2% | +1.8% |
| 1Y | -8.4% | +6.3% | -14.7% | -10.4% |
| 3Y | +107.8% | +21.6% | +86.3% | +92.9% |
| 5Y | +68.3% | +13.5% | +54.8% | +56.2% |
| All | +66.9% | +101.3% | -34.4% | +25.7% |
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