+1,902.0%
PSA vs TRI
+518.6%
+1,383.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +2.8% |
| 7D | -0.4% | -7.1% | +6.7% | +2.7% |
| 30D | -8.2% | -2.3% | -5.8% | -7.7% |
| 3M | -2.1% | +19.6% | -21.7% | -11.8% |
| 6M | -0.2% | -8.7% | +8.5% | 0.0% |
| YTD | +18.5% | -22.3% | +40.8% | +25.7% |
| 1Y | +6.6% | -40.7% | +47.3% | +29.6% |
| 3Y | +24.5% | -17.8% | +42.2% | +24.3% |
| 5Y | +13.6% | -8.5% | +22.1% | +5.8% |
| 10Y | +102.0% | +192.6% | -90.6% | -5.0% |
| All | +1,902.0% | +518.6% | +1,383.3% | +490.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling