+101.3%
PSA vs THC
+1,002.8%
-901.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.7% |
| 7D | -2.2% | +4.1% | -6.3% | -2.6% |
| 30D | -9.6% | +3.5% | -13.1% | -9.9% |
| 3M | -7.9% | +61.7% | -69.7% | -12.1% |
| 6M | -2.0% | +11.8% | -13.8% | -3.4% |
| YTD | +15.7% | +35.4% | -19.7% | +12.0% |
| 1Y | +5.8% | +37.0% | -31.2% | +2.0% |
| 3Y | +21.6% | +260.1% | -238.5% | +6.5% |
| 5Y | +13.1% | +262.6% | -249.5% | -2.8% |
| 10Y | +101.3% | +1,039.2% | -937.9% | +54.2% |
| All | +101.3% | +1,002.8% | -901.5% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded THC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling