-39.5%
DT vs PSA
+26.8%
-66.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +2.7% | -2.1% | +4.9% | +3.3% |
| 30D | -30.4% | +15.6% | -45.9% | -33.3% |
| 3M | -9.4% | +4.1% | -13.5% | -10.6% |
| 6M | +14.5% | +9.2% | +5.3% | +11.2% |
| YTD | +3.6% | +32.3% | -28.7% | -6.6% |
| 1Y | -3.4% | +26.2% | -29.6% | -11.5% |
| 3Y | -11.1% | +53.7% | -64.8% | -28.9% |
| 5Y | -39.5% | +26.6% | -66.0% | -49.6% |
| All | -39.5% | +26.8% | -66.2% | -49.6% |
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