+203.6%
TGT vs PSA
+102.6%
+101.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.2% |
| 7D | -5.2% | -1.8% | -3.4% | -4.6% |
| 30D | +1.2% | -8.4% | +9.6% | +4.2% |
| 3M | +18.4% | -7.8% | +26.2% | +21.6% |
| 6M | +33.4% | +0.8% | +32.7% | +32.7% |
| YTD | +63.8% | +16.5% | +47.3% | +54.9% |
| 1Y | +77.2% | +4.7% | +72.5% | +73.5% |
| 3Y | +41.8% | +21.1% | +20.7% | +31.4% |
| 5Y | -25.5% | +14.2% | -39.7% | -30.0% |
| All | +203.6% | +102.6% | +101.0% | +145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling