+14.9%
PSA vs ITOT
+74.3%
-59.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -1.8% | -0.9% | -0.9% | -1.3% |
| 30D | -8.4% | -1.5% | -6.9% | -7.6% |
| 3M | -7.8% | +3.6% | -11.4% | -9.9% |
| 6M | +0.8% | +13.7% | -12.9% | -6.9% |
| YTD | +16.5% | +12.9% | +3.6% | +8.0% |
| 1Y | +4.7% | +17.2% | -12.5% | -5.2% |
| 3Y | +21.1% | +75.6% | -54.6% | -16.8% |
| All | +14.9% | +74.3% | -59.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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