+99.2%
PSA vs FTV
+80.1%
+19.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | -3.6% | -5.2% | +1.6% | -2.0% |
| 30D | -9.4% | -11.5% | +2.1% | -5.8% |
| 3M | -8.2% | -9.0% | +0.8% | -5.5% |
| 6M | -1.8% | -2.0% | +0.2% | -1.5% |
| YTD | +15.7% | -0.9% | +16.7% | +15.3% |
| 1Y | +6.3% | +14.8% | -8.5% | +0.9% |
| 3Y | +21.6% | -5.5% | +27.1% | +21.1% |
| 5Y | +13.5% | -1.9% | +15.3% | +10.1% |
| All | +99.2% | +80.1% | +19.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling