+162.2%
W vs PSA
+98.4%
+63.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.7% |
| 7D | +5.9% | -2.2% | +8.1% | +7.5% |
| 30D | -3.0% | -9.6% | +6.5% | +3.7% |
| 3M | +40.3% | -7.9% | +48.2% | +48.0% |
| 6M | +32.2% | -2.0% | +34.2% | +33.3% |
| YTD | -0.3% | +15.7% | -16.0% | -10.8% |
| 1Y | +16.2% | +5.8% | +10.4% | +10.1% |
| 3Y | +40.7% | +21.6% | +19.2% | +23.1% |
| 5Y | -62.3% | +13.1% | -75.5% | -65.5% |
| 10Y | +162.2% | +101.3% | +61.0% | +87.1% |
| All | +162.2% | +98.4% | +63.8% | +87.1% |
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