+28.1%
PSA vs BTSG
+493.4%
-465.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.4% | +6.0% | -7.5% | -1.7% |
| 30D | +15.2% | +12.4% | +2.8% | +14.5% |
| 3M | +2.2% | +18.2% | -16.0% | +1.4% |
| 6M | +11.7% | +26.0% | -14.4% | +9.6% |
| YTD | +32.0% | +90.1% | -58.1% | +25.9% |
| 1Y | +26.3% | +124.3% | -98.0% | +19.0% |
| All | +28.1% | +493.4% | -465.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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