+63.5%
AA vs PSA
+4.9%
+58.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.7% |
| 7D | -0.6% | -2.2% | +1.6% | -0.3% |
| 30D | -1.6% | -9.6% | +8.0% | -0.4% |
| 3M | -29.8% | -7.9% | -21.9% | -29.2% |
| 6M | -16.6% | -2.0% | -14.6% | -17.7% |
| YTD | -4.0% | +15.7% | -19.8% | -13.9% |
| 1Y | +63.5% | +5.8% | +57.7% | +50.5% |
| All | +63.5% | +4.9% | +58.7% | +50.5% |
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