+63.1%
T vs PSA
+52.6%
+10.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +2.6% | +0.8% | +1.8% | +2.4% |
| 30D | -1.1% | +15.9% | -17.0% | -4.6% |
| 3M | -7.7% | +4.2% | -11.9% | -8.8% |
| 6M | -10.6% | +10.1% | -20.8% | -12.7% |
| YTD | -7.5% | +33.3% | -40.8% | -13.7% |
| 1Y | -7.4% | +28.2% | -35.7% | -12.9% |
| 3Y | +63.1% | +54.9% | +8.2% | +53.1% |
| All | +63.1% | +52.6% | +10.5% | +53.1% |
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