+108.2%
T vs PSA
+24.4%
+83.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | +7.6% | -8.2% | +15.8% | +9.7% |
| 3M | +15.3% | -2.1% | +17.4% | +16.0% |
| 6M | -8.5% | -0.2% | -8.3% | -8.2% |
| YTD | +6.8% | +18.5% | -11.7% | +2.9% |
| 1Y | -7.2% | +6.6% | -13.8% | -8.5% |
| 3Y | +108.2% | +24.5% | +83.8% | +100.5% |
| All | +108.2% | +24.4% | +83.9% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling