+54.9%
PSA vs CART
+111.7%
-56.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.5% |
| 7D | +7.4% | +1.2% | +6.2% | +7.3% |
| 30D | +19.1% | +27.1% | -8.0% | +17.6% |
| 3M | +5.1% | +27.4% | -22.3% | +3.7% |
| 6M | +16.2% | +32.1% | -15.9% | +14.4% |
| YTD | +35.2% | +28.5% | +6.7% | +32.9% |
| 1Y | +27.1% | +58.8% | -31.7% | +23.2% |
| All | +54.9% | +111.7% | -56.8% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling