+23.1%
PSA vs FTI
+276.6%
-253.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -8.2% | +12.3% | -20.5% | -8.8% |
| 3M | -2.1% | +13.8% | -15.9% | -3.0% |
| 6M | -0.2% | +24.3% | -24.5% | -1.9% |
| YTD | +18.5% | +75.8% | -57.3% | +13.7% |
| 1Y | +6.6% | +99.6% | -93.1% | +1.4% |
| All | +23.1% | +276.6% | -253.5% | +10.1% |
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