+9,717.5%
TER vs PSA
+15,953.3%
-6,235.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -8.9% | +0.8% | -9.7% | -9.2% |
| 30D | -39.1% | +15.9% | -55.0% | -43.1% |
| 3M | -32.8% | +4.2% | -37.0% | -34.5% |
| 6M | -31.7% | +10.1% | -41.9% | -35.8% |
| YTD | +26.9% | +33.3% | -6.4% | +10.4% |
| 1Y | +33.6% | +28.2% | +5.3% | +18.0% |
| 3Y | +181.5% | +54.9% | +126.6% | +124.8% |
| 5Y | +76.1% | +28.3% | +47.8% | +51.1% |
| 10Y | +1,006.2% | +134.1% | +872.2% | +600.1% |
| All | +9,717.5% | +15,953.3% | -6,235.8% | +2,027.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling