-25.6%
TGT vs PSA
+13.0%
-38.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.0% | -3.6% | -1.4% | -3.6% |
| 30D | +3.0% | -9.4% | +12.4% | +7.4% |
| 3M | +22.6% | -8.2% | +30.8% | +26.9% |
| 6M | +31.2% | -1.8% | +33.0% | +31.7% |
| YTD | +63.7% | +15.7% | +48.0% | +52.8% |
| 1Y | +78.5% | +6.3% | +72.2% | +72.5% |
| 3Y | +40.5% | +21.6% | +19.0% | +26.4% |
| 5Y | -25.6% | +13.5% | -39.0% | -31.9% |
| All | -25.6% | +13.0% | -38.6% | -31.9% |
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 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