+20.3%
PSA vs IT
-52.2%
+72.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.2% |
| 7D | -2.2% | -9.1% | +6.9% | -1.4% |
| 30D | -9.6% | -12.2% | +2.6% | -8.5% |
| 3M | -7.9% | +7.8% | -15.7% | -9.1% |
| 6M | -2.0% | +2.0% | -4.0% | -3.0% |
| YTD | +15.7% | -32.7% | +48.5% | +20.4% |
| 1Y | +5.8% | -31.1% | +36.9% | +9.2% |
| All | +20.3% | -52.2% | +72.5% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling