+15.0%
AA vs PSA
+15.4%
-0.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.4% |
| 7D | -0.7% | -3.7% | +3.0% | +1.4% |
| 30D | +5.0% | -7.7% | +12.7% | +9.7% |
| 3M | -35.8% | -0.6% | -35.2% | -36.2% |
| 6M | -18.4% | -0.9% | -17.5% | -19.3% |
| YTD | -5.5% | +18.7% | -24.1% | -17.2% |
| 1Y | +61.0% | +7.6% | +53.3% | +49.9% |
| 3Y | +66.2% | +23.7% | +42.6% | +35.2% |
| All | +15.0% | +15.4% | -0.4% | +0.6% |
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 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