-53.2%
TE vs PSA
+84.9%
-138.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -4.0% | -3.7% | -0.3% | -3.0% |
| 30D | -15.9% | -7.7% | -8.2% | -14.1% |
| 3M | -60.5% | -0.6% | -59.9% | -61.0% |
| 6M | -35.2% | -0.9% | -34.3% | -35.9% |
| YTD | -31.1% | +18.7% | -49.8% | -35.9% |
| 1Y | +148.6% | +7.6% | +141.0% | +138.3% |
| 3Y | -26.4% | +23.7% | -50.1% | -34.4% |
| 5Y | -48.0% | +13.7% | -61.7% | -52.7% |
| All | -53.2% | +84.9% | -138.0% | -57.9% |
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