+15,648.0%
PSA vs TXT
+2,214.4%
+13,433.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | +15.6% | +13.3% | +2.3% | +11.5% |
| 3M | +4.1% | -5.1% | +9.2% | +5.3% |
| 6M | +9.2% | -7.1% | +16.3% | +10.7% |
| YTD | +32.3% | -3.2% | +35.5% | +32.5% |
| 1Y | +26.2% | +2.3% | +23.8% | +24.4% |
| 3Y | +53.7% | +11.1% | +42.6% | +46.2% |
| 5Y | +26.6% | +10.0% | +16.5% | +19.0% |
| 10Y | +132.8% | +91.1% | +41.8% | +71.8% |
| All | +15,648.0% | +2,214.4% | +13,433.6% | +6,516.9% |
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