+20.3%
PSA vs BTDR
+0.6%
+19.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.2% |
| 7D | -3.6% | -3.2% | -0.4% | -3.6% |
| 30D | -9.4% | +32.7% | -42.1% | -10.1% |
| 3M | -8.2% | -28.4% | +20.2% | -7.6% |
| 6M | -1.8% | +51.7% | -53.5% | -3.9% |
| YTD | +15.7% | +2.9% | +12.9% | +14.4% |
| 1Y | +6.3% | -15.5% | +21.8% | +5.0% |
| All | +20.3% | +0.6% | +19.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling