-25.3%
ACN vs PSA
+6.0%
-31.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -7.9% | -3.6% | -4.2% | -6.8% |
| 30D | -1.1% | -9.4% | +8.3% | +1.8% |
| 3M | +5.6% | -8.2% | +13.8% | +8.6% |
| 6M | -9.9% | -1.8% | -8.1% | -8.2% |
| YTD | -32.3% | +15.7% | -48.1% | -35.0% |
| 1Y | -25.3% | +6.3% | -31.6% | -28.0% |
| All | -25.3% | +6.0% | -31.3% | -28.0% |
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