+28.3%
PSA vs CART
+60.1%
-31.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +3.9% | +3.0% | +0.9% | +3.9% |
| 30D | +19.7% | +28.6% | -8.9% | +19.2% |
| 3M | +4.3% | +29.1% | -24.8% | +4.0% |
| 6M | +11.4% | +44.7% | -33.4% | +11.4% |
| YTD | +33.9% | +29.2% | +4.7% | +31.4% |
| 1Y | +28.3% | +66.2% | -37.9% | +19.8% |
| All | +28.3% | +60.1% | -31.8% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling