+20.3%
PSA vs ET
+97.8%
-77.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.6% | +1.4% | -5.0% | -3.9% |
| 30D | -9.4% | +4.6% | -14.0% | -10.1% |
| 3M | -8.2% | +16.0% | -24.2% | -10.7% |
| 6M | -1.8% | +22.8% | -24.7% | -5.8% |
| YTD | +15.7% | +38.9% | -23.1% | +8.5% |
| 1Y | +6.3% | +34.1% | -27.8% | +0.3% |
| All | +20.3% | +97.8% | -77.5% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling