+47.8%
AA vs PSA
+133.3%
-85.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | +1.1% | -2.1% | +3.2% | +2.0% |
| 30D | -1.3% | +16.2% | -17.5% | -7.3% |
| 3M | -23.9% | +4.3% | -28.2% | -25.4% |
| 6M | -36.8% | +9.9% | -46.7% | -39.7% |
| YTD | -22.2% | +33.3% | -55.4% | -32.3% |
| 1Y | +10.4% | +25.8% | -15.5% | -1.5% |
| 3Y | +72.0% | +54.8% | +17.2% | +38.8% |
| 5Y | -15.6% | +27.5% | -43.2% | -25.7% |
| 10Y | +47.8% | +134.5% | -86.7% | +13.3% |
| All | +47.8% | +133.3% | -85.5% | +13.3% |
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 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