+13.1%
PSA vs FTI
+1,177.2%
-1,164.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -2.2% | -2.3% | +0.1% | -2.1% |
| 30D | -9.6% | +5.0% | -14.6% | -9.9% |
| 3M | -7.9% | +13.8% | -21.8% | -9.0% |
| 6M | -2.0% | +22.9% | -24.9% | -4.0% |
| YTD | +15.7% | +75.0% | -59.2% | +9.9% |
| 1Y | +5.8% | +96.9% | -91.1% | -0.7% |
| 3Y | +21.6% | +276.7% | -255.2% | +6.1% |
| 5Y | +13.1% | +1,157.0% | -1,143.9% | -10.1% |
| All | +13.1% | +1,177.2% | -1,164.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling