+52.7%
PSA vs TW
+42.9%
+9.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -2.1% | +3.2% | -5.3% | -2.5% |
| 30D | +15.6% | +19.7% | -4.1% | +13.2% |
| 3M | +4.1% | +26.8% | -22.8% | +1.3% |
| 6M | +9.2% | +20.9% | -11.7% | +6.8% |
| YTD | +32.3% | +22.9% | +9.4% | +28.7% |
| 1Y | +26.2% | +20.4% | +5.8% | +23.1% |
| All | +52.7% | +42.9% | +9.8% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling