-9.1%
T vs PSA
+7.3%
-16.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -1.3% | -3.7% | +2.4% | -0.4% |
| 30D | +11.4% | -7.7% | +19.1% | +13.5% |
| 3M | +14.3% | -0.6% | +14.9% | +15.1% |
| 6M | -9.3% | -0.9% | -8.3% | -7.8% |
| YTD | +7.1% | +18.7% | -11.6% | +4.4% |
| 1Y | -9.1% | +7.6% | -16.7% | -9.2% |
| All | -9.1% | +7.3% | -16.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling