+152.7%
PSA vs TRU
+228.6%
-75.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.5% |
| 7D | -0.4% | -7.2% | +6.8% | +1.3% |
| 30D | -8.2% | -2.8% | -5.3% | -7.6% |
| 3M | -2.1% | +13.0% | -15.2% | -5.2% |
| 6M | -0.2% | +0.7% | -0.9% | -1.1% |
| YTD | +18.5% | -9.0% | +27.5% | +19.6% |
| 1Y | +6.6% | -16.3% | +22.9% | +9.3% |
| 3Y | +24.5% | -1.1% | +25.5% | +18.1% |
| 5Y | +13.6% | -36.0% | +49.6% | +16.3% |
| 10Y | +102.0% | +139.9% | -37.9% | +62.7% |
| All | +152.7% | +228.6% | -75.9% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling