+100.5%
PSA vs ET
+177.0%
-76.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.7% |
| 7D | -1.8% | +0.2% | -2.1% | -1.9% |
| 30D | -8.4% | +2.9% | -11.2% | -8.7% |
| 3M | -7.8% | +16.8% | -24.6% | -9.5% |
| 6M | +0.8% | +18.9% | -18.1% | -1.3% |
| YTD | +16.5% | +37.7% | -21.2% | +12.2% |
| 1Y | +4.7% | +32.4% | -27.7% | +1.2% |
| 3Y | +21.1% | +99.5% | -78.4% | +11.4% |
| 5Y | +14.2% | +244.0% | -229.8% | -0.3% |
| All | +100.5% | +177.0% | -76.5% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling