+57.5%
PSA vs TXG
+27.0%
+30.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.4% |
| 7D | -1.8% | +9.5% | -11.3% | -2.6% |
| 30D | -8.4% | +18.8% | -27.1% | -9.8% |
| 3M | -7.8% | +136.1% | -143.9% | -15.4% |
| 6M | +0.8% | +235.2% | -234.4% | -10.9% |
| YTD | +16.5% | +320.5% | -304.0% | +0.5% |
| 1Y | +4.7% | +425.2% | -420.5% | -12.3% |
| 3Y | +21.1% | +42.9% | -21.8% | +10.8% |
| 5Y | +14.2% | -62.8% | +77.0% | +10.0% |
| All | +57.5% | +27.0% | +30.5% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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