+21.1%
PSA vs TRI
-18.9%
+40.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -1.8% | -7.9% | +6.1% | -0.9% |
| 30D | -8.4% | -4.5% | -3.9% | -7.9% |
| 3M | -7.8% | +22.1% | -29.9% | -10.2% |
| 6M | +0.8% | -2.8% | +3.6% | +1.0% |
| YTD | +16.5% | -23.4% | +39.9% | +25.5% |
| 1Y | +4.7% | -41.5% | +46.2% | +23.3% |
| 3Y | +21.1% | -19.2% | +40.3% | +21.5% |
| All | +21.1% | -18.9% | +40.0% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling