+14,023.4%
PSA vs ETR
+4,412.2%
+9,611.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.7% | +1.4% | -5.1% | -4.1% |
| 30D | -7.7% | +1.0% | -8.7% | -8.1% |
| 3M | -0.6% | -1.3% | +0.7% | -0.3% |
| 6M | -0.9% | +1.9% | -2.8% | -1.8% |
| YTD | +18.7% | +18.2% | +0.5% | +11.6% |
| 1Y | +7.6% | +24.7% | -17.0% | -0.8% |
| 3Y | +23.7% | +150.7% | -127.0% | -11.9% |
| 5Y | +13.7% | +127.0% | -113.4% | -16.5% |
| 10Y | +98.9% | +295.5% | -196.6% | +19.9% |
| All | +14,023.4% | +4,412.2% | +9,611.2% | +6,112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling