+20,176.5%
ETN vs PSA
+13,835.2%
+6,341.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | +6.2% | -2.2% | +8.5% | +7.0% |
| 30D | -6.7% | -9.6% | +2.9% | -3.6% |
| 3M | +3.6% | -7.9% | +11.5% | +6.0% |
| 6M | +18.3% | -2.0% | +20.3% | +18.3% |
| YTD | +31.5% | +15.7% | +15.7% | +24.2% |
| 1Y | +20.6% | +5.8% | +14.8% | +17.0% |
| 3Y | +82.5% | +21.6% | +61.0% | +66.0% |
| 5Y | +177.8% | +13.1% | +164.7% | +155.7% |
| 10Y | +705.0% | +101.3% | +603.7% | +497.4% |
| All | +20,176.5% | +13,835.2% | +6,341.2% | +7,641.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling