-53.4%
TE vs PSA
+80.3%
-133.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +0.9% | -3.6% | +4.5% | +1.9% |
| 30D | -16.3% | -9.4% | -6.9% | -14.1% |
| 3M | -40.8% | -8.2% | -32.6% | -39.9% |
| 6M | -42.6% | -1.8% | -40.8% | -43.1% |
| YTD | -31.4% | +15.7% | -47.2% | -35.8% |
| 1Y | +144.9% | +6.3% | +138.6% | +135.2% |
| 3Y | -26.0% | +21.6% | -47.6% | -33.8% |
| 5Y | -48.5% | +13.5% | -61.9% | -52.8% |
| All | -53.4% | +80.3% | -133.7% | -57.8% |
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