+43.2%
TER vs PSA
+28.0%
+15.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.8% | -9.6% | -6.6% |
| 7D | -19.9% | +10.5% | -30.4% | -19.7% |
| 30D | -43.5% | +21.7% | -65.2% | -44.0% |
| 3M | -37.8% | +6.1% | -43.8% | -36.9% |
| 6M | -25.6% | +18.3% | -43.9% | -31.3% |
| YTD | +29.8% | +36.1% | -6.2% | +11.5% |
| 1Y | +43.2% | +29.3% | +13.9% | +24.7% |
| All | +43.2% | +28.0% | +15.1% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling