+24.8%
PSA vs CART
+21.6%
+3.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.2% |
| 7D | -3.7% | +1.0% | -4.7% | -3.7% |
| 30D | -7.7% | +12.6% | -20.4% | -8.2% |
| 3M | -0.6% | +23.1% | -23.7% | -1.5% |
| 6M | -0.9% | +39.5% | -40.4% | -2.6% |
| YTD | +18.7% | +13.5% | +5.1% | +17.7% |
| 1Y | +7.6% | +14.9% | -7.2% | +6.4% |
| All | +24.8% | +21.6% | +3.2% | +15.9% |
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