+15,843.1%
PSA vs THC
+550.9%
+15,292.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +3.9% | +3.7% | +0.2% | +3.4% |
| 30D | +19.7% | +9.0% | +10.6% | +18.4% |
| 3M | +4.3% | +10.4% | -6.1% | +2.9% |
| 6M | +11.4% | +45.7% | -34.3% | +6.1% |
| YTD | +33.9% | +42.6% | -8.6% | +27.6% |
| 1Y | +28.3% | +38.8% | -10.5% | +22.4% |
| 3Y | +53.5% | +418.8% | -365.3% | +24.0% |
| 5Y | +30.6% | +275.7% | -245.0% | +6.9% |
| 10Y | +145.8% | +1,496.2% | -1,350.5% | +50.7% |
| All | +15,843.1% | +550.9% | +15,292.3% | +7,814.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling