+6.3%
PSA vs IT
-30.3%
+36.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.6% | -12.7% | +9.1% | -3.0% |
| 30D | -9.4% | -8.9% | -0.5% | -9.0% |
| 3M | -8.2% | +10.1% | -18.3% | -9.1% |
| 6M | -1.8% | +7.3% | -9.1% | -2.8% |
| YTD | +15.7% | -32.4% | +48.1% | +17.5% |
| 1Y | +6.3% | -26.6% | +32.9% | +7.5% |
| All | +6.3% | -30.3% | +36.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling