-68.6%
AAL vs PSA
+132.6%
-201.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -0.1% | -1.4% | +1.4% | +0.5% |
| 30D | +11.7% | +15.2% | -3.5% | +6.2% |
| 3M | -12.5% | +2.2% | -14.8% | -13.3% |
| 6M | +3.6% | +11.7% | -8.0% | -0.6% |
| YTD | -14.1% | +32.0% | -46.1% | -22.2% |
| 1Y | +0.8% | +26.3% | -25.5% | -7.4% |
| 3Y | +11.8% | +52.4% | -40.6% | -4.6% |
| 5Y | -35.1% | +26.3% | -61.4% | -41.8% |
| All | -68.6% | +132.6% | -201.2% | -77.3% |
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