+20,519.7%
PSA vs TRMB
+3,157.0%
+17,362.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.4% | +2.8% | -4.3% | -1.8% |
| 30D | +15.2% | -5.9% | +21.0% | +15.7% |
| 3M | +2.2% | -3.3% | +5.5% | +2.3% |
| 6M | +11.7% | +1.3% | +10.3% | +10.9% |
| YTD | +32.0% | -29.0% | +61.0% | +36.6% |
| 1Y | +26.3% | -27.8% | +54.0% | +30.3% |
| 3Y | +52.4% | +36.3% | +16.1% | +44.6% |
| 5Y | +26.3% | -35.8% | +62.1% | +29.6% |
| 10Y | +132.3% | +103.1% | +29.3% | +104.0% |
| All | +20,519.7% | +3,157.0% | +17,362.8% | +14,130.7% |
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