+25.6%
PSA vs TW
+40.1%
-14.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -2.1% | +3.2% | -5.3% | -2.7% |
| 30D | +15.6% | +19.7% | -4.1% | +11.4% |
| 3M | +4.1% | +26.8% | -22.8% | -1.0% |
| 6M | +9.2% | +20.9% | -11.7% | +4.7% |
| YTD | +32.3% | +22.9% | +9.4% | +25.6% |
| 1Y | +26.2% | +20.4% | +5.8% | +20.3% |
| 3Y | +53.7% | +42.9% | +10.8% | +37.3% |
| All | +25.6% | +40.1% | -14.5% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling