+6.3%
PSA vs FTI
+89.8%
-83.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -3.6% | -5.6% | +2.0% | -3.5% |
| 30D | -9.4% | +0.4% | -9.8% | -9.4% |
| 3M | -8.2% | +8.1% | -16.3% | -8.5% |
| 6M | -1.8% | +16.7% | -18.5% | -3.8% |
| YTD | +15.7% | +70.0% | -54.2% | +9.3% |
| 1Y | +6.3% | +85.4% | -79.2% | +1.9% |
| All | +6.3% | +89.8% | -83.5% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling