+14,023.4%
PSA vs THC
+508.9%
+13,514.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | -7.7% | +1.3% | -9.0% | -7.9% |
| 3M | -0.6% | +64.2% | -64.9% | -6.4% |
| 6M | -0.9% | +8.3% | -9.2% | -2.3% |
| YTD | +18.7% | +33.4% | -14.7% | +14.0% |
| 1Y | +7.6% | +37.7% | -30.0% | +2.8% |
| 3Y | +23.7% | +236.8% | -213.1% | +4.9% |
| 5Y | +13.7% | +249.3% | -235.6% | -6.3% |
| 10Y | +98.9% | +995.2% | -896.4% | +27.7% |
| All | +14,023.4% | +508.9% | +13,514.6% | +6,972.5% |
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