+20.3%
PSA vs ETR
+148.1%
-127.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.9% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -9.6% | +2.0% | -11.6% | -10.2% |
| 3M | -7.9% | -1.7% | -6.2% | -7.5% |
| 6M | -2.0% | +3.6% | -5.6% | -3.3% |
| YTD | +15.7% | +18.0% | -2.3% | +9.6% |
| 1Y | +5.8% | +26.2% | -20.5% | -2.0% |
| All | +20.3% | +148.1% | -127.8% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling