+102.5%
PSA vs RACE
+647.6%
-545.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | -3.7% | -2.5% | -1.1% | -3.2% |
| 30D | -7.7% | +0.8% | -8.5% | -7.9% |
| 3M | -0.6% | +17.2% | -17.8% | -4.1% |
| 6M | -0.9% | +13.6% | -14.5% | -3.9% |
| YTD | +18.7% | +12.2% | +6.4% | +15.0% |
| 1Y | +7.6% | -16.3% | +23.9% | +10.3% |
| 3Y | +23.7% | +36.4% | -12.8% | +12.8% |
| 5Y | +13.7% | +95.0% | -81.3% | -4.7% |
| 10Y | +98.9% | +813.2% | -714.4% | +35.6% |
| All | +102.5% | +647.6% | -545.1% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling