+625.9%
TEAM vs PSA
+109.6%
+516.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -19.7% | -2.1% | -17.7% | -19.1% |
| 30D | -26.6% | +16.2% | -42.8% | -30.4% |
| 3M | -1.1% | +4.3% | -5.4% | -2.7% |
| 6M | +74.6% | +9.9% | +64.7% | +68.5% |
| YTD | -6.0% | +33.3% | -39.2% | -16.6% |
| 1Y | -3.2% | +25.8% | -29.1% | -12.3% |
| 3Y | -13.5% | +54.8% | -68.3% | -29.6% |
| 5Y | -65.5% | +27.5% | -93.0% | -69.3% |
| 10Y | +454.5% | +134.5% | +320.0% | +314.0% |
| All | +625.9% | +109.6% | +516.3% | +468.6% |
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