-80.5%
TE vs PSA
+105.7%
-186.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -19.1% | -1.4% | -17.6% | -18.7% |
| 30D | -34.1% | +15.2% | -49.3% | -36.7% |
| 3M | -60.1% | +2.2% | -62.3% | -60.4% |
| 6M | -66.0% | +11.7% | -77.6% | -67.4% |
| YTD | -71.4% | +32.0% | -103.4% | -74.2% |
| 1Y | -45.3% | +26.3% | -71.5% | -50.0% |
| 3Y | +9.1% | +52.4% | -43.2% | -8.7% |
| 5Y | -82.6% | +26.3% | -108.9% | -84.6% |
| All | -80.5% | +105.7% | -186.2% | -83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling