+52.7%
PSA vs FTI
+205.9%
-153.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -2.1% | +5.4% | -7.5% | -2.3% |
| 30D | +15.6% | -8.2% | +23.8% | +15.9% |
| 3M | +4.1% | -13.7% | +17.8% | +4.7% |
| 6M | +9.2% | -11.2% | +20.4% | +9.6% |
| YTD | +32.3% | +46.0% | -13.7% | +28.3% |
| 1Y | +26.2% | +51.8% | -25.6% | +22.1% |
| All | +52.7% | +205.9% | -153.2% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling