+20,714.4%
PSA vs TRMB
+3,206.1%
+17,508.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.4% |
| 7D | -2.1% | +4.1% | -6.2% | -2.5% |
| 30D | +16.2% | -5.1% | +21.3% | +16.6% |
| 3M | +4.3% | -2.6% | +6.9% | +4.3% |
| 6M | +9.9% | -2.7% | +12.6% | +9.7% |
| YTD | +33.3% | -27.9% | +61.2% | +37.6% |
| 1Y | +25.8% | -29.0% | +54.9% | +30.1% |
| 3Y | +54.8% | +35.0% | +19.8% | +47.1% |
| 5Y | +27.5% | -33.9% | +61.4% | +30.4% |
| 10Y | +134.5% | +106.1% | +28.4% | +105.5% |
| All | +20,714.4% | +3,206.1% | +17,508.3% | +14,239.5% |
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