+14,023.4%
PSA vs TXT
+2,070.1%
+11,953.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.7% | -4.8% | +1.1% | -2.4% |
| 30D | -7.7% | -10.6% | +2.9% | -4.9% |
| 3M | -0.6% | -13.2% | +12.6% | +2.9% |
| 6M | -0.9% | -20.3% | +19.4% | +5.0% |
| YTD | +18.7% | -9.3% | +27.9% | +21.2% |
| 1Y | +7.6% | -2.7% | +10.3% | +7.7% |
| 3Y | +23.7% | +1.4% | +22.3% | +20.9% |
| 5Y | +13.7% | +9.6% | +4.1% | +7.1% |
| 10Y | +98.9% | +94.9% | +4.0% | +45.9% |
| All | +14,023.4% | +2,070.1% | +11,953.4% | +5,953.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling