+88.6%
TGT vs PSA
+28.0%
+60.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.8% | +4.4% |
| 7D | +9.5% | +10.5% | -1.1% | +5.1% |
| 30D | +6.6% | +21.7% | -15.1% | -1.6% |
| 3M | +11.0% | +6.1% | +4.9% | +8.0% |
| 6M | +29.9% | +18.3% | +11.5% | +20.8% |
| YTD | +71.4% | +36.1% | +35.4% | +46.3% |
| 1Y | +88.6% | +29.3% | +59.3% | +67.3% |
| All | +88.6% | +28.0% | +60.6% | +67.3% |
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