+1,895.7%
TER vs PSA
+98.4%
+1,797.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.9% |
| 7D | +12.4% | -2.2% | +14.6% | +13.2% |
| 30D | +5.1% | -9.6% | +14.7% | +8.7% |
| 3M | +4.0% | -7.9% | +11.9% | +5.8% |
| 6M | +29.5% | -2.0% | +31.5% | +28.9% |
| YTD | +98.5% | +15.7% | +82.7% | +85.6% |
| 1Y | +234.1% | +5.8% | +228.3% | +221.0% |
| 3Y | +289.0% | +21.6% | +267.5% | +248.5% |
| 5Y | +228.2% | +13.1% | +215.0% | +201.4% |
| 10Y | +1,895.7% | +101.3% | +1,794.4% | +1,380.2% |
| All | +1,895.7% | +98.4% | +1,797.3% | +1,380.2% |
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