+40.1%
PSA vs CART
+40.2%
0.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | +16.2% | +23.1% | -6.9% | +15.1% |
| 3M | +4.3% | +19.2% | -14.9% | +3.4% |
| 6M | +9.9% | +45.7% | -35.8% | +8.0% |
| YTD | +33.3% | +30.9% | +2.4% | +31.2% |
| 1Y | +25.8% | +50.2% | -24.4% | +22.9% |
| 3Y | +54.8% | +133.5% | -78.7% | +43.7% |
| All | +40.1% | +40.2% | 0.0% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling