+234.1%
TER vs PSA
+4.9%
+229.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.1% |
| 7D | +12.4% | -2.2% | +14.6% | +12.3% |
| 30D | +5.1% | -9.6% | +14.7% | +5.2% |
| 3M | +4.0% | -7.9% | +11.9% | +3.0% |
| 6M | +29.5% | -2.0% | +31.5% | +20.4% |
| YTD | +98.5% | +15.7% | +82.7% | +90.9% |
| 1Y | +234.1% | +5.8% | +228.3% | +179.1% |
| All | +234.1% | +4.9% | +229.2% | +179.1% |
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