+16.0%
AA vs PSA
+28.0%
-12.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | -0.1% | +2.6% |
| 7D | +0.9% | +10.5% | -9.6% | +0.6% |
| 30D | -6.4% | +21.7% | -28.1% | -7.2% |
| 3M | -13.0% | +6.1% | -19.0% | -13.1% |
| 6M | -34.6% | +18.3% | -53.0% | -35.5% |
| YTD | -23.0% | +36.1% | -59.1% | -29.4% |
| 1Y | +16.0% | +29.3% | -13.3% | +7.6% |
| All | +16.0% | +28.0% | -12.1% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling