-20.8%
TLT vs PSA
+101.3%
-122.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.6% | -3.6% | +2.1% | -1.3% |
| 30D | -1.3% | -9.4% | +8.0% | -0.7% |
| 3M | -3.7% | -8.2% | +4.5% | -3.2% |
| 6M | -6.4% | -1.8% | -4.5% | -6.3% |
| YTD | -4.5% | +15.7% | -20.2% | -5.5% |
| 1Y | -5.9% | +6.3% | -12.1% | -6.4% |
| 3Y | -2.8% | +21.6% | -24.4% | -3.8% |
| 5Y | -35.1% | +13.5% | -48.5% | -35.5% |
| All | -20.8% | +101.3% | -122.1% | -19.2% |
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