+53.5%
PSA vs THC
+413.3%
-359.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | +3.9% | +3.7% | +0.2% | +3.3% |
| 30D | +19.7% | +9.0% | +10.6% | +18.1% |
| 3M | +4.3% | +10.4% | -6.1% | +2.6% |
| 6M | +11.4% | +45.7% | -34.3% | +4.9% |
| YTD | +33.9% | +42.6% | -8.6% | +26.2% |
| 1Y | +28.3% | +38.8% | -10.5% | +21.2% |
| 3Y | +53.5% | +418.8% | -365.3% | +10.9% |
| All | +53.5% | +413.3% | -359.8% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling