+1,628.8%
T vs PSA
+15,943.7%
-14,314.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +2.0% | -2.1% | +4.0% | +2.5% |
| 30D | -1.0% | +16.2% | -17.2% | -4.6% |
| 3M | -8.1% | +4.3% | -12.4% | -9.1% |
| 6M | -8.3% | +9.9% | -18.1% | -10.5% |
| YTD | -6.1% | +33.3% | -39.4% | -12.9% |
| 1Y | -7.4% | +25.8% | -33.2% | -12.9% |
| 3Y | +65.4% | +54.8% | +10.7% | +46.4% |
| 5Y | +57.6% | +27.5% | +30.1% | +44.5% |
| 10Y | +61.4% | +134.5% | -73.1% | +24.8% |
| All | +1,628.8% | +15,943.7% | -14,314.9% | +592.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling