+83.5%
PSA vs TW
+206.7%
-123.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.9% |
| 7D | -1.8% | -4.5% | +2.7% | -0.8% |
| 30D | -8.4% | -2.3% | -6.1% | -7.9% |
| 3M | -7.8% | +2.6% | -10.4% | -8.6% |
| 6M | +0.8% | -17.5% | +18.3% | +4.7% |
| YTD | +16.5% | -5.3% | +21.8% | +16.7% |
| 1Y | +4.7% | -14.8% | +19.5% | +7.5% |
| 3Y | +21.1% | +18.8% | +2.2% | +12.4% |
| 5Y | +14.2% | +20.7% | -6.5% | +3.0% |
| All | +83.5% | +206.7% | -123.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling