+100.5%
PSA vs TDY
+479.2%
-378.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -1.8% | -1.1% | -0.7% | -1.5% |
| 30D | -8.4% | -12.0% | +3.7% | -5.3% |
| 3M | -7.8% | -3.2% | -4.6% | -7.3% |
| 6M | +0.8% | -7.9% | +8.7% | +2.6% |
| YTD | +16.5% | +18.2% | -1.7% | +10.9% |
| 1Y | +4.7% | +6.7% | -1.9% | +2.2% |
| 3Y | +21.1% | +47.5% | -26.5% | +7.5% |
| 5Y | +14.2% | +39.5% | -25.3% | +2.0% |
| All | +100.5% | +479.2% | -378.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling