+318.5%
TPR vs PSA
+101.1%
+217.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -2.3% | -3.7% | +1.4% | -0.6% |
| 30D | -23.0% | -7.7% | -15.2% | -20.1% |
| 3M | -12.5% | -0.6% | -11.9% | -12.5% |
| 6M | -21.4% | -0.9% | -20.5% | -21.4% |
| YTD | -3.5% | +18.7% | -22.2% | -11.4% |
| 1Y | +17.4% | +7.6% | +9.7% | +12.5% |
| 3Y | +291.3% | +23.7% | +267.6% | +243.5% |
| 5Y | +241.9% | +13.7% | +228.2% | +204.4% |
| All | +318.5% | +101.1% | +217.4% | +171.8% |
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