+13.1%
PSA vs ETR
+122.8%
-109.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.8% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -9.6% | +2.0% | -11.6% | -10.4% |
| 3M | -7.9% | -1.7% | -6.2% | -7.4% |
| 6M | -2.0% | +3.6% | -5.6% | -3.8% |
| YTD | +15.7% | +18.0% | -2.3% | +7.5% |
| 1Y | +5.8% | +26.2% | -20.5% | -4.8% |
| 3Y | +21.6% | +148.0% | -126.4% | -23.7% |
| 5Y | +13.1% | +126.1% | -112.9% | -24.9% |
| All | +13.1% | +122.8% | -109.6% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling