-42.9%
ACN vs PSA
+15.2%
-58.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -4.8% | -0.4% | -4.4% | -4.6% |
| 30D | +1.9% | -8.2% | +10.0% | +5.4% |
| 3M | +3.9% | -2.1% | +6.0% | +4.9% |
| 6M | -15.0% | -0.2% | -14.8% | -15.2% |
| YTD | -31.9% | +18.5% | -50.4% | -36.9% |
| 1Y | -28.5% | +6.6% | -35.1% | -30.9% |
| 3Y | -41.9% | +24.5% | -66.4% | -49.3% |
| 5Y | -42.9% | +13.6% | -56.4% | -47.8% |
| All | -42.9% | +15.2% | -58.1% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling