+442.1%
PSA vs TRGP
+2,265.4%
-1,823.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | -0.4% | -0.6% | +0.2% | -0.4% |
| 30D | -8.2% | +14.6% | -22.7% | -9.2% |
| 3M | -2.1% | +11.9% | -14.1% | -3.2% |
| 6M | -0.2% | +25.3% | -25.5% | -2.3% |
| YTD | +18.5% | +61.9% | -43.4% | +13.6% |
| 1Y | +6.6% | +87.3% | -80.7% | +0.8% |
| 3Y | +24.5% | +268.0% | -243.5% | +10.8% |
| 5Y | +13.6% | +638.2% | -624.6% | -4.1% |
| 10Y | +102.0% | +821.9% | -720.0% | +58.5% |
| All | +442.1% | +2,265.4% | -1,823.3% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling