+54.6%
TER vs PSA
+30.3%
+24.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | -20.5% | +3.9% | -24.4% | -21.6% |
| 30D | -47.0% | +19.7% | -66.7% | -50.7% |
| 3M | -43.3% | +4.3% | -47.5% | -44.4% |
| 6M | -42.9% | +11.4% | -54.3% | -46.4% |
| YTD | +12.9% | +33.9% | -21.1% | -2.3% |
| 1Y | +18.2% | +28.3% | -10.1% | +4.1% |
| 3Y | +151.8% | +53.5% | +98.3% | +93.0% |
| All | +54.6% | +30.3% | +24.3% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling