-5.6%
TLT vs PSA
+0.7%
-6.3%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -0.4% | -3.7% | +3.2% | +0.1% |
| 30D | -0.6% | -7.7% | +7.2% | +0.5% |
| 3M | -2.7% | -0.6% | -2.1% | -3.0% |
| 6M | -5.6% | -0.9% | -4.7% | -5.7% |
| All | -5.6% | +0.7% | -6.3% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling