+47.4%
TER vs PSA
+26.5%
+21.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +14.4% | -1.4% | +15.8% | +14.3% |
| 30D | -30.6% | +15.2% | -45.8% | -31.0% |
| 3M | -39.2% | +2.2% | -41.4% | -38.3% |
| 6M | -31.3% | +11.7% | -42.9% | -35.4% |
| YTD | +29.1% | +32.0% | -2.9% | +9.1% |
| 1Y | +47.4% | +26.3% | +21.2% | +27.1% |
| All | +47.4% | +26.5% | +21.0% | +27.1% |
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