+13.5%
PSA vs TRI
-11.1%
+24.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -3.6% | -14.4% | +10.7% | -0.7% |
| 30D | -9.4% | -8.1% | -1.3% | -8.0% |
| 3M | -8.2% | +17.5% | -25.7% | -11.8% |
| 6M | -1.8% | -5.0% | +3.1% | -1.6% |
| YTD | +15.7% | -24.7% | +40.4% | +26.1% |
| 1Y | +6.3% | -41.5% | +47.8% | +28.1% |
| 3Y | +21.6% | -20.3% | +41.9% | +22.5% |
| 5Y | +13.5% | -10.9% | +24.4% | +2.6% |
| All | +13.5% | -11.1% | +24.6% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling