+13.6%
PSA vs TXT
+12.6%
+1.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -8.2% | -11.1% | +2.9% | -4.9% |
| 3M | -2.1% | -13.0% | +10.8% | +1.7% |
| 6M | -0.2% | -16.2% | +16.0% | +4.8% |
| YTD | +18.5% | -8.7% | +27.2% | +21.0% |
| 1Y | +6.6% | -3.8% | +10.4% | +7.0% |
| 3Y | +24.5% | +5.5% | +18.9% | +18.8% |
| 5Y | +13.6% | +12.3% | +1.3% | +3.3% |
| All | +13.6% | +12.6% | +1.0% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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