+2,547.4%
PSA vs FTI
+2,165.1%
+382.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.7% | +5.3% | -8.9% | -4.5% |
| 30D | -7.7% | +15.3% | -23.1% | -10.1% |
| 3M | -0.6% | +15.8% | -16.4% | -3.4% |
| 6M | -0.9% | +22.6% | -23.5% | -5.0% |
| YTD | +18.7% | +79.5% | -60.9% | +6.3% |
| 1Y | +7.6% | +102.0% | -94.4% | -5.8% |
| 3Y | +23.7% | +315.8% | -292.2% | -7.5% |
| 5Y | +13.7% | +1,129.5% | -1,115.8% | -33.7% |
| 10Y | +98.9% | +320.9% | -222.1% | +24.7% |
| All | +2,547.4% | +2,165.1% | +382.3% | +997.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling