+1,842.6%
UMC vs PSA
+102.6%
+1,740.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.3% |
| 7D | +9.0% | -1.8% | +10.8% | +9.3% |
| 30D | +17.2% | -8.4% | +25.6% | +18.8% |
| 3M | +11.4% | -7.8% | +19.2% | +12.3% |
| 6M | +137.5% | +0.8% | +136.7% | +135.3% |
| YTD | +193.1% | +16.5% | +176.6% | +182.1% |
| 1Y | +240.3% | +4.7% | +235.6% | +234.0% |
| 3Y | +262.2% | +21.1% | +241.1% | +242.1% |
| 5Y | +143.1% | +14.2% | +128.9% | +132.4% |
| All | +1,842.6% | +102.6% | +1,740.0% | +1,639.7% |
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