+6.6%
PSA vs THC
+32.5%
-25.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.2% |
| 7D | -0.4% | -2.6% | +2.1% | -0.1% |
| 30D | -8.2% | -1.2% | -7.0% | -8.0% |
| 3M | -2.1% | +58.9% | -61.1% | -7.4% |
| 6M | -0.2% | +9.3% | -9.5% | -2.2% |
| YTD | +18.5% | +30.4% | -11.9% | +14.5% |
| 1Y | +6.6% | +34.6% | -28.0% | +2.4% |
| All | +6.6% | +32.5% | -25.9% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling