+13.5%
PSA vs TRGP
+625.7%
-612.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -9.6% | +9.5% | -19.0% | -11.0% |
| 3M | -7.9% | +10.8% | -18.7% | -9.8% |
| 6M | -2.0% | +25.3% | -27.3% | -6.5% |
| YTD | +15.7% | +60.3% | -44.5% | +5.2% |
| 1Y | +5.8% | +84.6% | -78.8% | -6.7% |
| 3Y | +21.6% | +264.4% | -242.8% | -11.4% |
| All | +13.5% | +625.7% | -612.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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