+13,676.9%
PSA vs DTE
+3,490.3%
+10,186.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -9.6% | -0.5% | -9.0% | -9.4% |
| 3M | -7.9% | -6.0% | -1.9% | -5.2% |
| 6M | -2.0% | -7.2% | +5.2% | +1.4% |
| YTD | +15.7% | +7.2% | +8.6% | +11.9% |
| 1Y | +5.8% | +4.1% | +1.7% | +3.6% |
| 3Y | +21.6% | +46.9% | -25.3% | +1.0% |
| 5Y | +13.1% | +32.9% | -19.8% | -1.7% |
| 10Y | +101.3% | +144.5% | -43.2% | +28.4% |
| All | +13,676.9% | +3,490.3% | +10,186.6% | +4,445.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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