+52.7%
PSA vs RACE
+23.0%
+29.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | -2.1% | -4.0% | +1.9% | -1.3% |
| 30D | +15.6% | +3.5% | +12.0% | +14.8% |
| 3M | +4.1% | -0.4% | +4.5% | +4.1% |
| 6M | +9.2% | +23.2% | -14.0% | +4.6% |
| YTD | +32.3% | +11.0% | +21.3% | +28.5% |
| 1Y | +26.2% | -2.2% | +28.4% | +25.3% |
| All | +52.7% | +23.0% | +29.7% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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