+377.9%
TPR vs PSA
+139.7%
+238.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +14.2% | +3.9% | +10.3% | +12.1% |
| 30D | +17.1% | +19.7% | -2.6% | +7.5% |
| 3M | -17.7% | +4.3% | -22.0% | -19.5% |
| 6M | -10.2% | +11.4% | -21.5% | -15.1% |
| YTD | +4.9% | +33.9% | -29.0% | -9.3% |
| 1Y | +36.1% | +28.3% | +7.9% | +19.9% |
| 3Y | +416.5% | +53.5% | +363.0% | +307.7% |
| 5Y | +254.8% | +30.6% | +224.2% | +195.3% |
| All | +377.9% | +139.7% | +238.2% | +184.4% |
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