+129.9%
PSA vs ETR
+378.9%
-249.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | +15.2% | +7.0% | +8.2% | +11.8% |
| 3M | +2.2% | +4.6% | -2.4% | +0.1% |
| 6M | +11.7% | +0.1% | +11.5% | +11.4% |
| YTD | +32.0% | +23.2% | +8.8% | +19.6% |
| 1Y | +26.3% | +20.6% | +5.7% | +15.5% |
| 3Y | +52.4% | +156.3% | -103.9% | -4.7% |
| 5Y | +26.3% | +159.6% | -133.4% | -22.0% |
| All | +129.9% | +378.9% | -249.0% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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