+18,433.7%
PSA vs TRMB
+3,381.2%
+15,052.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -3.7% | -2.5% | -1.1% | -3.4% |
| 30D | -7.7% | +1.5% | -9.3% | -7.9% |
| 3M | -0.6% | +6.8% | -7.4% | -1.5% |
| 6M | -0.9% | -14.9% | +14.0% | +0.8% |
| YTD | +18.7% | -24.1% | +42.8% | +22.2% |
| 1Y | +7.6% | -25.4% | +33.0% | +10.9% |
| 3Y | +23.7% | +8.0% | +15.6% | +20.8% |
| 5Y | +13.7% | -37.3% | +51.0% | +17.2% |
| 10Y | +98.9% | +116.8% | -18.0% | +73.8% |
| All | +18,433.7% | +3,381.2% | +15,052.5% | +12,631.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling