+158.5%
TRV vs PSA
+13.0%
+145.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.5% | -3.6% | +2.2% | -0.6% |
| 30D | -1.8% | -9.4% | +7.6% | +0.5% |
| 3M | +21.6% | -8.2% | +29.8% | +24.0% |
| 6M | +22.5% | -1.8% | +24.3% | +22.8% |
| YTD | +28.1% | +15.7% | +12.4% | +23.6% |
| 1Y | +37.0% | +6.3% | +30.7% | +34.6% |
| 3Y | +141.9% | +21.6% | +120.3% | +130.2% |
| 5Y | +158.5% | +13.5% | +145.0% | +149.2% |
| All | +158.5% | +13.0% | +145.5% | +149.2% |
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