+100.5%
PSA vs TEVA
-22.9%
+123.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | -1.8% | +2.0% | -3.8% | -2.0% |
| 30D | -8.4% | +1.0% | -9.3% | -8.5% |
| 3M | -7.8% | +7.3% | -15.2% | -8.4% |
| 6M | +0.8% | +21.7% | -20.9% | -0.8% |
| YTD | +16.5% | +18.8% | -2.3% | +14.8% |
| 1Y | +4.7% | +86.5% | -81.8% | -0.1% |
| 3Y | +21.1% | +269.4% | -248.4% | +9.2% |
| 5Y | +14.2% | +303.6% | -289.4% | +1.6% |
| All | +100.5% | -22.9% | +123.4% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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