+3,396.3%
PSA vs TDY
+6,954.6%
-3,558.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -2.2% | -1.8% | -0.4% | -1.8% |
| 30D | -9.6% | -13.8% | +4.2% | -6.4% |
| 3M | -7.9% | -3.9% | -4.0% | -7.3% |
| 6M | -2.0% | -9.0% | +7.0% | -0.1% |
| YTD | +15.7% | +16.5% | -0.8% | +11.3% |
| 1Y | +5.8% | +9.3% | -3.5% | +3.1% |
| 3Y | +21.6% | +45.1% | -23.5% | +10.2% |
| 5Y | +13.1% | +35.0% | -21.9% | +3.6% |
| 10Y | +101.3% | +469.0% | -367.7% | +28.4% |
| All | +3,396.3% | +6,954.6% | -3,558.2% | +1,579.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling