+25.3%
PSA vs RACE
+64.4%
-39.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -1.4% | -1.2% | -0.2% | -1.1% |
| 30D | +15.2% | +6.1% | +9.0% | +13.4% |
| 3M | +2.2% | -0.3% | +2.5% | +2.2% |
| 6M | +11.7% | +23.4% | -11.8% | +5.2% |
| YTD | +32.0% | +12.5% | +19.5% | +26.8% |
| 1Y | +26.3% | -0.5% | +26.7% | +25.1% |
| 3Y | +52.4% | +23.6% | +28.7% | +35.8% |
| All | +25.3% | +64.4% | -39.1% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling