+291.9%
AA vs PSA
+14,185.8%
-13,893.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -0.7% | -3.7% | +3.0% | +0.9% |
| 30D | +5.0% | -7.7% | +12.7% | +8.5% |
| 3M | -35.8% | -0.6% | -35.2% | -36.0% |
| 6M | -18.4% | -0.9% | -17.5% | -18.9% |
| YTD | -5.5% | +18.7% | -24.1% | -13.2% |
| 1Y | +61.0% | +7.6% | +53.3% | +53.9% |
| 3Y | +66.2% | +23.7% | +42.6% | +48.8% |
| 5Y | +11.4% | +13.7% | -2.3% | +3.4% |
| 10Y | +116.9% | +98.9% | +18.0% | +52.5% |
| All | +291.9% | +14,185.8% | -13,893.9% | +16.7% |
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