+42.1%
PSA vs CART
+37.6%
+4.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.6% |
| 7D | +7.4% | +1.2% | +6.2% | +7.3% |
| 30D | +19.1% | +27.1% | -8.0% | +17.8% |
| 3M | +5.1% | +27.4% | -22.3% | +3.9% |
| 6M | +16.2% | +32.1% | -15.9% | +14.6% |
| YTD | +35.2% | +28.5% | +6.7% | +33.2% |
| 1Y | +27.1% | +58.8% | -31.7% | +23.7% |
| 3Y | +51.7% | +114.8% | -63.0% | +41.0% |
| All | +42.1% | +37.6% | +4.5% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling