+384.8%
V vs PSA
+98.4%
+286.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | -2.9% | -2.2% | -0.7% | -2.1% |
| 30D | +1.9% | -9.6% | +11.4% | +5.6% |
| 3M | +13.2% | -7.9% | +21.1% | +16.6% |
| 6M | +16.7% | -2.0% | +18.7% | +17.0% |
| YTD | +5.4% | +15.7% | -10.4% | -1.1% |
| 1Y | +7.7% | +5.8% | +1.9% | +4.4% |
| 3Y | +52.0% | +21.6% | +30.4% | +36.8% |
| 5Y | +67.7% | +13.1% | +54.6% | +52.6% |
| 10Y | +384.8% | +101.3% | +283.5% | +241.1% |
| All | +384.8% | +98.4% | +286.4% | +241.1% |
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