+4.3%
DT vs PSA
+21.5%
-17.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | -0.5% | -2.2% | +1.7% | -0.3% |
| 30D | +0.1% | -9.6% | +9.6% | +1.1% |
| 3M | +24.1% | -7.9% | +32.0% | +25.1% |
| 6M | +30.1% | -2.0% | +32.1% | +30.1% |
| YTD | +16.8% | +15.7% | +1.0% | +13.2% |
| 1Y | -0.1% | +5.8% | -5.9% | -1.5% |
| All | +4.3% | +21.5% | -17.2% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling