+145.0%
WFC vs PSA
+102.6%
+42.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +0.4% | -1.8% | +2.2% | +0.9% |
| 30D | +1.5% | -8.4% | +9.9% | +4.3% |
| 3M | +10.2% | -7.8% | +18.0% | +12.8% |
| 6M | +18.8% | +0.8% | +18.0% | +17.8% |
| YTD | -1.5% | +16.5% | -18.0% | -7.1% |
| 1Y | +13.5% | +4.7% | +8.8% | +10.8% |
| 3Y | +135.0% | +21.1% | +113.9% | +113.0% |
| 5Y | +130.1% | +14.2% | +115.9% | +107.9% |
| All | +145.0% | +102.6% | +42.4% | +72.7% |
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