+6,411.5%
TRV vs PSA
+14,166.4%
-7,754.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | -4.9% | -8.2% | +3.3% | -1.9% |
| 3M | +23.7% | -2.1% | +25.9% | +24.6% |
| 6M | +20.3% | -0.2% | +20.5% | +19.9% |
| YTD | +27.1% | +18.5% | +8.6% | +18.9% |
| 1Y | +35.3% | +6.6% | +28.8% | +31.2% |
| 3Y | +139.8% | +24.5% | +115.4% | +116.5% |
| 5Y | +153.9% | +13.6% | +140.3% | +131.6% |
| 10Y | +285.9% | +102.0% | +183.9% | +179.5% |
| All | +6,411.5% | +14,166.4% | -7,754.9% | +2,069.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling