+19.3%
PSA vs TLN
+602.5%
-583.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.2% |
| 7D | -0.4% | +10.9% | -11.3% | -0.5% |
| 30D | -8.2% | -6.3% | -1.9% | -8.1% |
| 3M | -2.1% | -10.7% | +8.5% | -2.1% |
| 6M | -0.2% | +1.6% | -1.8% | -0.4% |
| YTD | +18.5% | -13.1% | +31.6% | +18.4% |
| 1Y | +6.6% | -15.1% | +21.6% | +6.5% |
| 3Y | +24.5% | +495.0% | -470.6% | +21.7% |
| All | +19.3% | +602.5% | -583.1% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling