+4.3%
ACN vs PSA
+25.5%
-21.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.2% |
| 7D | -5.7% | -2.1% | -3.6% | -4.9% |
| 30D | +17.0% | +15.6% | +1.5% | +10.8% |
| 3M | +39.9% | +4.1% | +35.8% | +36.8% |
| 6M | +50.2% | +9.2% | +41.0% | +46.6% |
| YTD | -4.2% | +32.3% | -36.5% | -13.6% |
| 1Y | +4.3% | +26.2% | -21.9% | -3.3% |
| All | +4.3% | +25.5% | -21.2% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling