+73.6%
PSA vs FTV
+90.8%
-17.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -3.7% | -4.5% | +0.8% | -2.3% |
| 30D | -7.7% | -7.1% | -0.7% | -5.6% |
| 3M | -0.6% | -7.2% | +6.6% | +1.6% |
| 6M | -0.9% | -1.5% | +0.6% | -0.8% |
| YTD | +18.7% | +3.5% | +15.2% | +16.6% |
| 1Y | +7.6% | +20.3% | -12.7% | +0.7% |
| 3Y | +23.7% | -3.1% | +26.8% | +22.2% |
| 5Y | +13.7% | +2.3% | +11.3% | +8.8% |
| 10Y | +98.9% | +76.3% | +22.5% | +51.4% |
| All | +73.6% | +90.8% | -17.2% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling