+13.1%
PSA vs TRMB
-39.0%
+52.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.8% |
| 7D | -2.2% | -2.9% | +0.7% | -1.6% |
| 30D | -9.6% | -1.8% | -7.8% | -9.2% |
| 3M | -7.9% | +8.4% | -16.3% | -9.8% |
| 6M | -2.0% | -18.5% | +16.5% | +2.1% |
| YTD | +15.7% | -26.7% | +42.5% | +23.4% |
| 1Y | +5.8% | -28.3% | +34.1% | +13.0% |
| 3Y | +21.6% | +12.6% | +9.0% | +12.7% |
| 5Y | +13.1% | -38.7% | +51.8% | +16.2% |
| All | +13.1% | -39.0% | +52.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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