+1,006.2%
TER vs PSA
+131.0%
+875.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -8.9% | +0.8% | -9.7% | -9.2% |
| 30D | -39.1% | +15.9% | -55.0% | -42.3% |
| 3M | -32.8% | +4.2% | -37.0% | -34.0% |
| 6M | -31.7% | +10.1% | -41.9% | -35.1% |
| YTD | +26.9% | +33.3% | -6.4% | +12.4% |
| 1Y | +33.6% | +28.2% | +5.3% | +19.9% |
| 3Y | +181.5% | +54.9% | +126.6% | +129.5% |
| 5Y | +76.1% | +28.3% | +47.8% | +53.8% |
| 10Y | +1,006.2% | +134.1% | +872.2% | +659.2% |
| All | +1,006.2% | +131.0% | +875.2% | +659.2% |
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