+706.7%
ETN vs PSA
+102.6%
+604.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.3% | +3.7% |
| 7D | +3.5% | -1.8% | +5.4% | +4.2% |
| 30D | -7.5% | -8.4% | +0.8% | -4.7% |
| 3M | +8.3% | -7.8% | +16.2% | +10.9% |
| 6M | +20.2% | +0.8% | +19.4% | +18.7% |
| YTD | +34.7% | +16.5% | +18.2% | +26.0% |
| 1Y | +19.4% | +4.7% | +14.7% | +15.8% |
| 3Y | +85.5% | +21.1% | +64.5% | +65.0% |
| 5Y | +186.6% | +14.2% | +172.4% | +156.2% |
| All | +706.7% | +102.6% | +604.1% | +437.9% |
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