+30.4%
PSA vs RACE
+65.0%
-34.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +3.9% | +5.1% | -1.2% | +2.6% |
| 30D | +19.7% | +7.7% | +12.0% | +17.4% |
| 3M | +4.3% | +2.2% | +2.1% | +3.6% |
| 6M | +11.4% | +23.8% | -12.4% | +4.9% |
| YTD | +33.9% | +13.9% | +20.0% | +28.2% |
| 1Y | +28.3% | +3.8% | +24.5% | +25.8% |
| 3Y | +53.5% | +28.0% | +25.4% | +35.4% |
| All | +30.4% | +65.0% | -34.6% | +1.8% |
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