+13.1%
PSA vs FTV
+1.8%
+11.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -2.2% | -1.3% | -1.0% | -1.7% |
| 30D | -9.6% | -9.5% | 0.0% | -6.1% |
| 3M | -7.9% | -10.9% | +3.0% | -4.1% |
| 6M | -2.0% | -0.6% | -1.4% | -2.3% |
| YTD | +15.7% | +1.4% | +14.3% | +14.0% |
| 1Y | +5.8% | +17.6% | -11.9% | -1.9% |
| 3Y | +21.6% | -3.3% | +24.8% | +19.5% |
| 5Y | +13.1% | -0.1% | +13.3% | +4.7% |
| All | +13.1% | +1.8% | +11.3% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling