+617.7%
PSA vs BTG
+378.0%
+239.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | 0.0% |
| 7D | -0.4% | +4.8% | -5.2% | -0.6% |
| 30D | -8.2% | +8.3% | -16.5% | -8.5% |
| 3M | -2.1% | +32.3% | -34.4% | -3.6% |
| 6M | -0.2% | +3.0% | -3.2% | -0.7% |
| YTD | +18.5% | +21.9% | -3.4% | +16.8% |
| 1Y | +6.6% | +28.2% | -21.6% | +4.6% |
| 3Y | +24.5% | +99.9% | -75.4% | +19.0% |
| 5Y | +13.6% | +73.6% | -60.0% | +8.8% |
| 10Y | +102.0% | +136.5% | -34.6% | +88.8% |
| All | +617.7% | +378.0% | +239.8% | +555.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling