+99.2%
PSA vs FTI
+301.2%
-202.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | -3.6% | -5.6% | +2.0% | -3.3% |
| 30D | -9.4% | +0.4% | -9.8% | -9.4% |
| 3M | -8.2% | +8.1% | -16.3% | -8.7% |
| 6M | -1.8% | +16.7% | -18.5% | -2.9% |
| YTD | +15.7% | +70.0% | -54.2% | +12.0% |
| 1Y | +6.3% | +85.4% | -79.2% | +2.2% |
| 3Y | +21.6% | +265.9% | -244.4% | +11.6% |
| 5Y | +13.5% | +1,072.7% | -1,059.3% | -3.0% |
| All | +99.2% | +301.2% | -202.0% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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