+4.7%
PSA vs ETR
+21.8%
-17.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -1.8% | -1.8% | 0.0% | -1.2% |
| 30D | -8.4% | -1.8% | -6.6% | -7.8% |
| 3M | -7.8% | -3.6% | -4.3% | -6.7% |
| 6M | +0.8% | +2.6% | -1.8% | -0.5% |
| YTD | +16.5% | +16.0% | +0.5% | +10.4% |
| 1Y | +4.7% | +20.1% | -15.4% | -1.6% |
| All | +4.7% | +21.8% | -17.1% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling