-28.4%
DT vs PSA
+10.8%
-39.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | -0.5% | -2.2% | +1.7% | +0.1% |
| 30D | +0.1% | -9.6% | +9.6% | +3.1% |
| 3M | +24.1% | -7.9% | +32.0% | +27.0% |
| 6M | +30.1% | -2.0% | +32.1% | +30.0% |
| YTD | +16.8% | +15.7% | +1.0% | +9.4% |
| 1Y | -0.1% | +5.8% | -5.9% | -3.3% |
| 3Y | +6.8% | +21.6% | -14.7% | -6.6% |
| 5Y | -28.4% | +13.1% | -41.5% | -39.5% |
| All | -28.4% | +10.8% | -39.2% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling