+25.3%
PSA vs TRU
-26.5%
+51.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.4% | 0.0% | -1.5% | -1.5% |
| 30D | +15.2% | +21.3% | -6.1% | +9.8% |
| 3M | +2.2% | +0.2% | +2.0% | +1.7% |
| 6M | +11.7% | +22.4% | -10.7% | +5.5% |
| YTD | +32.0% | -4.8% | +36.8% | +31.4% |
| 1Y | +26.3% | -0.2% | +26.5% | +24.1% |
| 3Y | +52.4% | +57.9% | -5.6% | +26.9% |
| All | +25.3% | -26.5% | +51.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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