+234.9%
TPR vs PSA
+26.3%
+208.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -0.3% | -1.4% | +1.1% | +0.3% |
| 30D | +15.1% | +15.2% | -0.1% | +8.3% |
| 3M | +3.5% | +2.2% | +1.3% | +2.5% |
| 6M | +0.4% | +11.7% | -11.2% | -4.6% |
| YTD | +4.6% | +32.0% | -27.4% | -7.5% |
| 1Y | +33.1% | +26.3% | +6.8% | +19.8% |
| 3Y | +396.0% | +52.4% | +343.6% | +302.6% |
| All | +234.9% | +26.3% | +208.7% | +176.9% |
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