+277.2%
TER vs PSA
+24.4%
+252.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +11.0% | -0.4% | +11.4% | +11.0% |
| 30D | -1.9% | -8.2% | +6.3% | +0.4% |
| 3M | -0.7% | -2.1% | +1.5% | -1.8% |
| 6M | +36.4% | -0.2% | +36.6% | +33.3% |
| YTD | +92.4% | +18.5% | +73.9% | +77.9% |
| 1Y | +213.5% | +6.6% | +206.9% | +197.5% |
| 3Y | +277.2% | +24.5% | +252.8% | +212.7% |
| All | +277.2% | +24.4% | +252.9% | +212.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling