-27.0%
ETHA vs PSA
+5.5%
-32.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | +3.5% | -1.8% | +5.3% | +4.3% |
| 30D | +35.3% | -8.4% | +43.7% | +40.4% |
| 3M | +50.9% | -7.8% | +58.7% | +55.7% |
| 6M | +22.1% | +0.8% | +21.3% | +19.5% |
| YTD | -14.6% | +16.5% | -31.1% | -22.6% |
| 1Y | -42.8% | +4.7% | -47.5% | -45.2% |
| All | -27.0% | +5.5% | -32.5% | -44.2% |
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