+6,642.4%
ABT vs PSA
+14,185.8%
-7,543.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -3.7% | -3.7% | 0.0% | -2.9% |
| 30D | +2.5% | -7.7% | +10.2% | +4.2% |
| 3M | +20.2% | -0.6% | +20.8% | +20.4% |
| 6M | -2.9% | -0.9% | -2.0% | -2.9% |
| YTD | -11.9% | +18.7% | -30.6% | -15.2% |
| 1Y | -16.5% | +7.6% | -24.2% | -18.1% |
| 3Y | +12.1% | +23.7% | -11.5% | +6.3% |
| 5Y | -7.4% | +13.7% | -21.1% | -11.1% |
| 10Y | +210.7% | +98.9% | +111.8% | +164.5% |
| All | +6,642.4% | +14,185.8% | -7,543.3% | +3,199.3% |
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