-27.8%
AAL vs PSA
+857.9%
-885.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +2.1% |
| 7D | -3.7% | -3.7% | -0.1% | -1.1% |
| 30D | -20.8% | -7.7% | -13.1% | -16.0% |
| 3M | -1.3% | -0.6% | -0.7% | -1.3% |
| 6M | +5.4% | -0.9% | +6.3% | +5.6% |
| YTD | -14.4% | +18.7% | -33.0% | -25.1% |
| 1Y | +2.1% | +7.6% | -5.5% | -4.7% |
| 3Y | -10.6% | +23.7% | -34.2% | -27.4% |
| 5Y | -32.2% | +13.7% | -45.9% | -44.4% |
| 10Y | -62.7% | +98.9% | -161.6% | -83.0% |
| All | -27.8% | +857.9% | -885.8% | -92.3% |
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 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