+210.1%
W vs PSA
+132.6%
+77.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.2% | -1.4% | +1.6% | +1.2% |
| 30D | +6.8% | +15.2% | -8.4% | -3.0% |
| 3M | +10.7% | +2.2% | +8.5% | +8.9% |
| 6M | +86.3% | +11.7% | +74.7% | +72.4% |
| YTD | +11.5% | +32.0% | -20.6% | -9.2% |
| 1Y | +5.1% | +26.3% | -21.2% | -11.8% |
| 3Y | +171.0% | +52.4% | +118.6% | +102.6% |
| 5Y | -56.6% | +26.3% | -82.9% | -63.5% |
| All | +210.1% | +132.6% | +77.5% | +100.4% |
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