+775.0%
PSA vs ET
+1,435.7%
-660.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -8.2% | +6.9% | -15.0% | -9.2% |
| 3M | -2.1% | +13.1% | -15.2% | -4.1% |
| 6M | -0.2% | +18.7% | -18.9% | -3.1% |
| YTD | +18.5% | +37.4% | -18.9% | +12.3% |
| 1Y | +6.6% | +34.8% | -28.2% | +1.3% |
| 3Y | +24.5% | +96.8% | -72.3% | +10.5% |
| 5Y | +13.6% | +238.2% | -224.6% | -8.3% |
| 10Y | +102.0% | +159.4% | -57.5% | +59.3% |
| All | +775.0% | +1,435.7% | -660.7% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling