+100.5%
PSA vs BTG
+159.3%
-58.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -1.8% | -3.8% | +1.9% | -1.5% |
| 30D | -8.4% | +3.6% | -12.0% | -8.7% |
| 3M | -7.8% | +32.0% | -39.9% | -10.3% |
| 6M | +0.8% | +3.4% | -2.6% | -0.2% |
| YTD | +16.5% | +20.8% | -4.3% | +13.4% |
| 1Y | +4.7% | +22.4% | -17.7% | +1.5% |
| 3Y | +21.1% | +91.7% | -70.7% | +11.5% |
| 5Y | +14.2% | +79.0% | -64.8% | +5.0% |
| All | +100.5% | +159.3% | -58.8% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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