+100.5%
PSA vs TRI
+196.2%
-95.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -1.8% | -7.9% | +6.1% | +0.3% |
| 30D | -8.4% | -4.5% | -3.9% | -7.5% |
| 3M | -7.8% | +22.1% | -29.9% | -13.8% |
| 6M | +0.8% | -2.8% | +3.6% | -0.2% |
| YTD | +16.5% | -23.4% | +39.9% | +24.8% |
| 1Y | +4.7% | -41.5% | +46.2% | +24.8% |
| 3Y | +21.1% | -19.2% | +40.3% | +23.4% |
| 5Y | +14.2% | -9.4% | +23.6% | +9.2% |
| All | +100.5% | +196.2% | -95.7% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling